UC WAR. CALL 01/25 UNP/ DE000HC4AS18 /
| 2024-06-07 9:42:07 PM | Chg.+0.0500 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1200EUR | +2.42% | 2.0800 Bid Size: 10,000 |
2.0900 Ask Size: 10,000 |
UNION PAC. DL... | 220.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC4AS1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | UNION PAC. DL 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-02-21 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.99 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.18 |
| Parity: | -0.89 |
| Time value: | 2.09 |
| Break-even: | 240.90 |
| Moneyness: | 0.96 |
| Premium: | 0.14 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.01 |
| Spread %: | 0.48% |
| Delta: | 0.53 |
| Theta: | -0.06 |
| Omega: | 5.31 |
| Rho: | 0.54 |
Quote data
| Open: | 2.0700 |
|---|---|
| High: | 2.1800 |
| Low: | 2.0700 |
| Previous Close: | 2.0700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.42% | ||
|---|---|---|---|
| 1 Month | -38.37% | ||
| 3 Months | -47.65% | ||
| YTD | -46.60% | ||
| 1 Year | +11.58% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1300 | 2.0700 |
|---|---|---|
| 1M High / 1M Low: | 3.5200 | 2.0200 |
| 6M High / 6M Low: | 4.5700 | 2.0200 |
| High (YTD): | 2024-02-23 | 4.5700 |
| Low (YTD): | 2024-05-29 | 2.0200 |
| 52W High: | 2024-02-23 | 4.5700 |
| 52W Low: | 2023-10-27 | 1.7600 |
| Avg. price 1W: | 2.0960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.6704 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.4196 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.9002 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 83.68% | |
| Volatility 6M: | 84.35% | |
| Volatility 1Y: | 96.33% | |
| Volatility 3Y: | - |
