UC WAR. CALL 06/24 HEI/ DE000HC4RQ78 /
2024-03-28 9:41:10 PM | Chg.+0.0500 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.6400EUR | +8.47% | 0.6000 Bid Size: 8,000 |
0.6600 Ask Size: 8,000 |
HEIDELBERG MATERIALS... | 100.00 EUR | 2024-06-19 | Call |
Master data
WKN: | HC4RQ7 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | HEIDELBERG MATERIALS O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 100.00 EUR |
Maturity: | 2024-06-19 |
Issue date: | 2023-03-06 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 15.45 |
Leverage: | Yes |
Calculated values
Fair value: | 0.57 |
---|---|
Intrinsic value: | 0.20 |
Implied volatility: | 0.27 |
Historic volatility: | 0.22 |
Parity: | 0.20 |
Time value: | 0.47 |
Break-even: | 106.60 |
Moneyness: | 1.02 |
Premium: | 0.05 |
Premium p.a.: | 0.22 |
Spread abs.: | 0.06 |
Spread %: | 10.00% |
Delta: | 0.61 |
Theta: | -0.04 |
Omega: | 9.45 |
Rho: | 0.13 |
Quote data
Open: | 0.5900 |
---|---|
High: | 0.6500 |
Low: | 0.5900 |
Previous Close: | 0.5900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +30.61% | ||
---|---|---|---|
1 Month | +481.82% | ||
3 Months | +671.08% | ||
YTD | +671.08% | ||
1 Year | +540.00% | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 0.6400 | 0.4900 |
---|---|---|
1M High / 1M Low: | 0.6400 | 0.0740 |
6M High / 6M Low: | 0.6400 | 0.0200 |
High (YTD): | 2024-03-28 | 0.6400 |
Low (YTD): | 2024-01-03 | 0.0550 |
52W High: | 2024-03-28 | 0.6400 |
52W Low: | 2023-10-20 | 0.0200 |
Avg. price 1W: | 0.5780 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2674 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.0999 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.1094 | |
Avg. volume 1Y: | 68.2578 | |
Volatility 1M: | 416.37% | |
Volatility 6M: | 337.28% | |
Volatility 1Y: | 262.16% | |
Volatility 3Y: | - |