UC WAR. CALL 06/24 1N8/ DE000HC8ZZY5 /
| 2024-05-28 9:46:07 PM | Chg.-0.3300 | Bid9:59:51 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0600EUR | -13.81% | 2.0500 Bid Size: 3,000 |
- Ask Size: - |
ADYEN N.V. E... | 1,000.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC8ZZY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ADYEN N.V. EO-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 1,000.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-08-28 |
| Last trading day: | 2024-06-18 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.45 |
|---|---|
| Intrinsic value: | 2.34 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.68 |
| Parity: | 2.34 |
| Time value: | 0.05 |
| Break-even: | 1,239.00 |
| Moneyness: | 1.23 |
| Premium: | 0.00 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.02 |
| Spread %: | 0.84% |
| Delta: | 0.96 |
| Theta: | -0.43 |
| Omega: | 4.94 |
| Rho: | 0.57 |
Quote data
| Open: | 2.3800 |
|---|---|
| High: | 2.3800 |
| Low: | 2.0500 |
| Previous Close: | 2.3900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.21% | ||
|---|---|---|---|
| 1 Month | +2.49% | ||
| 3 Months | -56.90% | ||
| YTD | -19.53% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.3900 | 1.8900 |
|---|---|---|
| 1M High / 1M Low: | 2.8600 | 1.4800 |
| 6M High / 6M Low: | 5.8400 | 1.4800 |
| High (YTD): | 2024-03-27 | 5.8400 |
| Low (YTD): | 2024-04-30 | 1.4800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.1640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2090 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.4347 | |
| Avg. volume 6M: | 1.9597 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 148.10% | |
| Volatility 6M: | 167.43% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
