UC WAR. CALL 06/24 EOAN/ DE000HC2P0Z3 /
| 2024-06-05 11:40:14 AM | Chg.- | Bid1:19:49 PM | Ask2024-06-05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6900EUR | - | 0.6900 Bid Size: 90,000 |
- Ask Size: 90,000 |
E.ON SE NA O.N. | 12.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC2P0Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | E.ON SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-12-19 |
| Last trading day: | 2024-06-05 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 17.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.38 |
|---|---|
| Intrinsic value: | 0.33 |
| Implied volatility: | 0.62 |
| Historic volatility: | 0.17 |
| Parity: | 0.33 |
| Time value: | 0.38 |
| Break-even: | 12.71 |
| Moneyness: | 1.03 |
| Premium: | 0.03 |
| Premium p.a.: | 1.74 |
| Spread abs.: | 0.11 |
| Spread %: | 18.33% |
| Delta: | 0.62 |
| Theta: | -0.02 |
| Omega: | 10.84 |
| Rho: | 0.00 |
Quote data
| Open: | 0.6800 |
|---|---|
| High: | 0.7000 |
| Low: | 0.6800 |
| Previous Close: | 0.6500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +60.47% | ||
|---|---|---|---|
| 1 Month | -36.70% | ||
| 3 Months | +46.81% | ||
| YTD | -11.54% | ||
| 1 Year | -20.69% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6900 | 0.5300 |
|---|---|---|
| 1M High / 1M Low: | 1.3800 | 0.4100 |
| 6M High / 6M Low: | 1.3800 | 0.3600 |
| High (YTD): | 2024-05-16 | 1.3800 |
| Low (YTD): | 2024-03-04 | 0.3600 |
| 52W High: | 2024-05-16 | 1.3800 |
| 52W Low: | 2024-03-04 | 0.3600 |
| Avg. price 1W: | 0.6233 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7790 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7487 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.7022 | |
| Avg. volume 1Y: | 1.0435 | |
| Volatility 1M: | 261.61% | |
| Volatility 6M: | 235.53% | |
| Volatility 1Y: | 186.04% | |
| Volatility 3Y: | - |
