UC WAR. CALL 06/24 BEI/ DE000HC2NW19 /
2024-05-17 9:40:37 PM | Chg.+0.0140 | Bid9:59:40 PM | Ask9:59:40 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1100EUR | +14.58% | 0.1000 Bid Size: 12,000 |
0.1300 Ask Size: 12,000 |
BEIERSDORF AG O.N. | 150.00 - | 2024-06-19 | Call |
Master data
WKN: | HC2NW1 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BEIERSDORF AG O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 150.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2022-12-19 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 111.31 |
Leverage: | Yes |
Calculated values
Fair value: | 0.08 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.18 |
Historic volatility: | 0.15 |
Parity: | -0.53 |
Time value: | 0.13 |
Break-even: | 151.30 |
Moneyness: | 0.96 |
Premium: | 0.05 |
Premium p.a.: | 0.66 |
Spread abs.: | 0.03 |
Spread %: | 30.00% |
Delta: | 0.28 |
Theta: | -0.04 |
Omega: | 31.09 |
Rho: | 0.03 |
Quote data
Open: | 0.0960 |
---|---|
High: | 0.1100 |
Low: | 0.0840 |
Previous Close: | 0.0960 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -47.62% | ||
---|---|---|---|
1 Month | +103.70% | ||
3 Months | -35.29% | ||
YTD | -56.00% | ||
1 Year | -77.08% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2000 | 0.0960 |
---|---|---|
1M High / 1M Low: | 0.2100 | 0.0540 |
6M High / 6M Low: | 0.3700 | 0.0340 |
High (YTD): | 2024-02-06 | 0.3700 |
Low (YTD): | 2024-04-10 | 0.0340 |
52W High: | 2023-05-19 | 0.4800 |
52W Low: | 2024-04-10 | 0.0340 |
Avg. price 1W: | 0.1312 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1140 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1614 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.1722 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 300.08% | |
Volatility 6M: | 245.37% | |
Volatility 1Y: | 198.00% | |
Volatility 3Y: | - |