UC WAR. CALL 01/25 UNP/ DE000HC4AS00 /
| 07/06/2024 21:40:51 | Chg.+0.0700 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.7600EUR | +2.60% | 2.7000 Bid Size: 8,000 |
2.7100 Ask Size: 8,000 |
UNION PAC. DL... | 210.00 - | 15/01/2025 | Call |
Master data
| WKN: | HC4AS0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | UNION PAC. DL 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 210.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 21/02/2023 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.46 |
|---|---|
| Intrinsic value: | 0.11 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.18 |
| Parity: | 0.11 |
| Time value: | 2.60 |
| Break-even: | 237.10 |
| Moneyness: | 1.01 |
| Premium: | 0.12 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.01 |
| Spread %: | 0.37% |
| Delta: | 0.59 |
| Theta: | -0.06 |
| Omega: | 4.63 |
| Rho: | 0.60 |
Quote data
| Open: | 2.6900 |
|---|---|
| High: | 2.8200 |
| Low: | 2.6900 |
| Previous Close: | 2.6900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.80% | ||
|---|---|---|---|
| 1 Month | -33.65% | ||
| 3 Months | -41.89% | ||
| YTD | -40.00% | ||
| 1 Year | +20.52% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.7600 | 2.6800 |
|---|---|---|
| 1M High / 1M Low: | 4.2300 | 2.6200 |
| 6M High / 6M Low: | 5.3100 | 2.6200 |
| High (YTD): | 23/02/2024 | 5.3100 |
| Low (YTD): | 29/05/2024 | 2.6200 |
| 52W High: | 23/02/2024 | 5.3100 |
| 52W Low: | 27/10/2023 | 2.1600 |
| Avg. price 1W: | 2.7140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.3330 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.0809 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.4666 | |
| Avg. volume 1Y: | 10.5547 | |
| Volatility 1M: | 74.93% | |
| Volatility 6M: | 75.69% | |
| Volatility 1Y: | 86.75% | |
| Volatility 3Y: | - |
