UC WAR. CALL 06/24 CMC/ DE000HC63SV2 /
| 2024-05-06 11:41:05 AM | Chg.0.0000 | Bid12:29:28 PM | Ask12:29:28 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5700EUR | 0.00% | 0.5400 Bid Size: 8,000 |
0.5800 Ask Size: 8,000 |
JPMORGAN CHASE ... | 190.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC63SV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | JPMORGAN CHASE DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 190.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-04-18 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 31.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.15 |
| Parity: | -1.29 |
| Time value: | 0.57 |
| Break-even: | 195.70 |
| Moneyness: | 0.93 |
| Premium: | 0.11 |
| Premium p.a.: | 1.29 |
| Spread abs.: | 0.01 |
| Spread %: | 1.79% |
| Delta: | 0.35 |
| Theta: | -0.12 |
| Omega: | 10.97 |
| Rho: | 0.07 |
Quote data
| Open: | 0.5700 |
|---|---|
| High: | 0.5700 |
| Low: | 0.5700 |
| Previous Close: | 0.5700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -25.00% | ||
|---|---|---|---|
| 1 Month | -55.12% | ||
| 3 Months | +78.13% | ||
| YTD | +83.87% | ||
| 1 Year | +185.00% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.7600 | 0.5700 |
|---|---|---|
| 1M High / 1M Low: | 1.3200 | 0.2800 |
| 6M High / 6M Low: | 1.3800 | 0.0720 |
| High (YTD): | 2024-03-28 | 1.3800 |
| Low (YTD): | 2024-01-18 | 0.2000 |
| 52W High: | 2024-03-28 | 1.3800 |
| 52W Low: | 2023-10-31 | 0.0670 |
| Avg. price 1W: | 0.6725 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7016 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4665 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3214 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 363.47% | |
| Volatility 6M: | 213.29% | |
| Volatility 1Y: | 184.93% | |
| Volatility 3Y: | - |
