UC WAR. CALL 06/24 EOAN/ DE000HC2W2J4 /
2024-05-10 1:41:19 PM | Chg.- | Bid2:25:48 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.4600EUR | - | 4.4500 Bid Size: 70,000 |
- Ask Size: - |
E.ON SE NA O.N. | 8.80 - | 2024-06-19 | Call |
Master data
WKN: | HC2W2J |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | E.ON SE NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 8.80 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-01-04 |
Last trading day: | 2024-05-13 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 2.79 |
Leverage: | Yes |
Calculated values
Fair value: | 3.67 |
---|---|
Intrinsic value: | 3.65 |
Implied volatility: | 2.11 |
Historic volatility: | 0.17 |
Parity: | 3.65 |
Time value: | 0.81 |
Break-even: | 13.26 |
Moneyness: | 1.41 |
Premium: | 0.07 |
Premium p.a.: | 1.85 |
Spread abs.: | 0.05 |
Spread %: | 1.13% |
Delta: | 0.82 |
Theta: | -0.04 |
Omega: | 2.30 |
Rho: | 0.00 |
Quote data
Open: | 4.2900 |
---|---|
High: | 4.4800 |
Low: | 4.2900 |
Previous Close: | 4.2900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +20.87% | ||
3 Months | +43.41% | ||
YTD | +26.70% | ||
1 Year | +53.26% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 4.4600 | 3.6200 |
6M High / 6M Low: | 4.4600 | 3.0100 |
High (YTD): | 2024-05-10 | 4.4600 |
Low (YTD): | 2024-02-27 | 3.0100 |
52W High: | 2024-05-10 | 4.4600 |
52W Low: | 2023-10-03 | 2.2400 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 3.9711 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.6229 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 3.2261 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 41.76% | |
Volatility 6M: | 58.17% | |
Volatility 1Y: | 55.81% | |
Volatility 3Y: | - |