UniCredit Call 80 WAF 19.06.2024/  DE000HC72346  /

EUWAX
2024-06-03  8:11:37 PM Chg.-0.025 Bid8:47:42 PM Ask8:47:42 PM Underlying Strike price Expiration date Option type
0.001EUR -96.15% 0.001
Bid Size: 10,000
0.067
Ask Size: 10,000
SILTRONIC AG NA O.N. 80.00 - 2024-06-19 Call
 

Master data

WKN: HC7234
Issuer: UniCredit
Currency: EUR
Underlying: SILTRONIC AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-06-19
Issue date: 2023-05-30
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 98.16
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.32
Parity: -0.54
Time value: 0.08
Break-even: 80.76
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 5.11
Spread abs.: 0.06
Spread %: 280.00%
Delta: 0.22
Theta: -0.06
Omega: 21.62
Rho: 0.01
 

Quote data

Open: 0.028
High: 0.028
Low: 0.001
Previous Close: 0.026
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -98.15%
1 Month
  -99.38%
3 Months
  -99.92%
YTD
  -99.93%
1 Year
  -99.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.061 0.026
1M High / 1M Low: 0.160 0.026
6M High / 6M Low: 1.640 0.026
High (YTD): 2024-01-09 1.640
Low (YTD): 2024-05-31 0.026
52W High: 2023-11-29 1.740
52W Low: 2024-05-31 0.026
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.085
Avg. volume 1M:   0.000
Avg. price 6M:   0.860
Avg. volume 6M:   0.000
Avg. price 1Y:   0.961
Avg. volume 1Y:   1.575
Volatility 1M:   412.65%
Volatility 6M:   269.06%
Volatility 1Y:   217.00%
Volatility 3Y:   -