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UniCredit Call 90 WDP 19.06.2024/  DE000HC3BYD4  /

EUWAX
2024-05-29  10:49:16 AM Chg.0.000 Bid2024-05-29 Ask2024-05-29 Underlying Strike price Expiration date Option type
0.850EUR 0.00% 0.850
Bid Size: 15,000		 0.860
Ask Size: 15,000		 DISNEY (WALT) CO. 90.00 - 2024-06-19 Call
 

Master data

WKN: HC3BYD
Issuer: UniCredit
Currency: EUR
Underlying: DISNEY (WALT) CO.
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-06-19
Issue date: 2023-01-23
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 10.85
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.44
Implied volatility: 0.70
Historic volatility: 0.24
Parity: 0.44
Time value: 0.43
Break-even: 98.70
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 1.17
Spread abs.: 0.01
Spread %: 1.16%
Delta: 0.65
Theta: -0.14
Omega: 7.04
Rho: 0.03
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.850
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.30%
1 Month
  -1.16%
3 Months  
+3.66%
YTD  
+112.50%
1 Year  
+88.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.800
1M High / 1M Low: 0.900 0.800
6M High / 6M Low: 0.900 0.370
High (YTD): 2024-05-06 0.900
Low (YTD): 2024-01-11 0.370
52W High: 2024-05-06 0.900
52W Low: 2023-10-27 0.250
Avg. price 1W:   0.838
Avg. volume 1W:   0.000
Avg. price 1M:   0.859
Avg. volume 1M:   0.000
Avg. price 6M:   0.695
Avg. volume 6M:   0.000
Avg. price 1Y:   0.530
Avg. volume 1Y:   0.000
Volatility 1M:   44.57%
Volatility 6M:   73.26%
Volatility 1Y:   89.98%
Volatility 3Y:   -