UC WAR. CALL 06/24 DHL/ DE000HB8EPC8 /
2024-05-13 11:42:24 AM | Chg.- | Bid1:02:15 PM | Ask2024-05-13 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.6000EUR | - | 0.5800 Bid Size: 250,000 |
- Ask Size: 250,000 |
DEUTSCHE POST AG NA ... | 34.00 - | 2024-06-19 | Call |
Master data
WKN: | HB8EPC |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DEUTSCHE POST AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 34.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2022-07-13 |
Last trading day: | 2024-05-13 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.51 |
Leverage: | Yes |
Calculated values
Fair value: | 0.58 |
---|---|
Intrinsic value: | 0.57 |
Implied volatility: | 0.77 |
Historic volatility: | 0.20 |
Parity: | 0.57 |
Time value: | 0.04 |
Break-even: | 40.10 |
Moneyness: | 1.17 |
Premium: | 0.01 |
Premium p.a.: | 0.34 |
Spread abs.: | 0.04 |
Spread %: | 7.02% |
Delta: | 0.88 |
Theta: | -0.05 |
Omega: | 5.75 |
Rho: | 0.01 |
Quote data
Open: | 0.5800 |
---|---|
High: | 0.6000 |
Low: | 0.5800 |
Previous Close: | 0.5800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +22.45% | ||
3 Months | +1.69% | ||
YTD | -48.72% | ||
1 Year | -40.59% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 0.6000 | 0.4500 |
6M High / 6M Low: | 1.3100 | 0.4100 |
High (YTD): | 2024-01-12 | 1.1800 |
Low (YTD): | 2024-04-25 | 0.4100 |
52W High: | 2023-07-28 | 1.4200 |
52W Low: | 2024-04-25 | 0.4100 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 0.5300 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.8363 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.8934 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 172.49% | |
Volatility 6M: | 103.50% | |
Volatility 1Y: | 93.53% | |
Volatility 3Y: | - |