UC WAR. CALL 06/24 ESL/ DE000HC7TYB1 /
| 2024-05-02 9:45:46 AM | Chg.-0.0900 | Bid9:58:20 AM | Ask9:58:20 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0900EUR | -7.63% | 1.1100 Bid Size: 30,000 |
1.1300 Ask Size: 30,000 |
ESSILORLUXO. INH. EO... | 190.00 EUR | 2024-06-19 | Call |
Master data
| WKN: | HC7TYB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 190.00 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-30 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.29 |
|---|---|
| Intrinsic value: | 1.08 |
| Implied volatility: | 0.12 |
| Historic volatility: | 0.17 |
| Parity: | 1.08 |
| Time value: | 0.13 |
| Break-even: | 202.10 |
| Moneyness: | 1.06 |
| Premium: | 0.01 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.08 |
| Spread %: | 7.08% |
| Delta: | 0.92 |
| Theta: | -0.03 |
| Omega: | 15.28 |
| Rho: | 0.23 |
Quote data
| Open: | 1.1300 |
|---|---|
| High: | 1.1300 |
| Low: | 1.0900 |
| Previous Close: | 1.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.26% | ||
|---|---|---|---|
| 1 Month | -47.60% | ||
| 3 Months | +87.93% | ||
| YTD | +43.42% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.4400 | 1.1800 |
|---|---|---|
| 1M High / 1M Low: | 2.2300 | 1.1800 |
| 6M High / 6M Low: | 2.4900 | 0.4400 |
| High (YTD): | 2024-03-20 | 2.4900 |
| Low (YTD): | 2024-01-17 | 0.4400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3175 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5976 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0931 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 186.41% | |
| Volatility 6M: | 158.14% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
