UC WAR. CALL 06/24 DBK/ DE000HC2W224 /
| 2024-05-17 7:40:43 PM | Chg.-0.0020 | Bid8:57:23 PM | Ask8:57:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0780EUR | -2.50% | 0.0520 Bid Size: 30,000 |
0.0940 Ask Size: 30,000 |
DEUTSCHE BANK AG NA ... | 17.50 - | 2024-06-19 | Call |
Master data
| WKN: | HC2W22 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DEUTSCHE BANK AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 17.50 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-04 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 166.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.26 |
| Parity: | -1.64 |
| Time value: | 0.10 |
| Break-even: | 17.60 |
| Moneyness: | 0.91 |
| Premium: | 0.11 |
| Premium p.a.: | 2.16 |
| Spread abs.: | 0.06 |
| Spread %: | 137.50% |
| Delta: | 0.14 |
| Theta: | 0.00 |
| Omega: | 23.74 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0780 |
|---|---|
| High: | 0.0780 |
| Low: | 0.0780 |
| Previous Close: | 0.0800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.30% | ||
|---|---|---|---|
| 1 Month | -22.00% | ||
| 3 Months | +7700.00% | ||
| YTD | -40.00% | ||
| 1 Year | -48.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1000 | 0.0800 |
|---|---|---|
| 1M High / 1M Low: | 0.3500 | 0.0750 |
| 6M High / 6M Low: | 0.3500 | 0.0010 |
| High (YTD): | 2024-04-25 | 0.3500 |
| Low (YTD): | 2024-02-26 | 0.0010 |
| 52W High: | 2024-04-25 | 0.3500 |
| 52W Low: | 2024-02-26 | 0.0010 |
| Avg. price 1W: | 0.0886 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1290 | |
| Avg. volume 1M: | 76.1905 | |
| Avg. price 6M: | 0.0830 | |
| Avg. volume 6M: | 12.9032 | |
| Avg. price 1Y: | 0.0877 | |
| Avg. volume 1Y: | 6.2500 | |
| Volatility 1M: | 736.28% | |
| Volatility 6M: | 1,190.78% | |
| Volatility 1Y: | 854.32% | |
| Volatility 3Y: | - |
