UC WAR. CALL 06/24 BSD2/ DE000HC8EG89 /
2024-04-26 7:16:58 PM | Chg.+0.0390 | Bid2024-04-26 | Ask2024-04-26 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1200EUR | +48.15% | - Bid Size: 50,000 |
- Ask Size: 50,000 |
BCO SANTANDER N.EO0,... | 5.00 EUR | 2024-06-19 | Call |
Master data
WKN: | HC8EG8 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BCO SANTANDER N.EO0,5 |
Type: | Warrant |
Option type: | Call |
Strike price: | 5.00 EUR |
Maturity: | 2024-06-19 |
Issue date: | 2023-08-03 |
Last trading day: | 2024-06-18 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 37.31 |
Leverage: | Yes |
Calculated values
Fair value: | 0.12 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.25 |
Historic volatility: | 0.23 |
Parity: | -0.15 |
Time value: | 0.13 |
Break-even: | 5.13 |
Moneyness: | 0.97 |
Premium: | 0.06 |
Premium p.a.: | 0.47 |
Spread abs.: | 0.01 |
Spread %: | 8.33% |
Delta: | 0.41 |
Theta: | 0.00 |
Omega: | 15.47 |
Rho: | 0.00 |
Quote data
Open: | 0.0900 |
---|---|
High: | 0.1300 |
Low: | 0.0900 |
Previous Close: | 0.0810 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +185.71% | ||
---|---|---|---|
1 Month | +114.29% | ||
3 Months | +2300.00% | ||
YTD | +252.94% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 0.1200 | 0.0610 |
---|---|---|
1M High / 1M Low: | 0.1200 | 0.0330 |
6M High / 6M Low: | 0.1200 | 0.0010 |
High (YTD): | 2024-04-26 | 0.1200 |
Low (YTD): | 2024-03-05 | 0.0010 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0854 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0588 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.0314 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 326.98% | |
Volatility 6M: | 923.25% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |