UC WAR. CALL 06/24 EVD/ DE000HC5RBQ5 /
| 2024-05-06 1:45:25 PM | Chg.- | Bid2:21:19 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.8700EUR | - | 2.8600 Bid Size: 40,000 |
- Ask Size: - |
CTS EVENTIM KGAA | 55.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC5RBQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CTS EVENTIM KGAA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-04-04 |
| Last trading day: | 2024-05-07 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.30 |
|---|---|
| Intrinsic value: | 2.29 |
| Implied volatility: | 2.79 |
| Historic volatility: | 0.28 |
| Parity: | 2.29 |
| Time value: | 0.56 |
| Break-even: | 83.50 |
| Moneyness: | 1.42 |
| Premium: | 0.07 |
| Premium p.a.: | 5.11 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.82 |
| Theta: | -0.40 |
| Omega: | 2.24 |
| Rho: | 0.01 |
Quote data
| Open: | 2.8100 |
|---|---|
| High: | 2.8700 |
| Low: | 2.8100 |
| Previous Close: | 2.8200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +1.77% | ||
| 3 Months | +47.94% | ||
| YTD | +165.74% | ||
| 1 Year | +51.05% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.8700 | 2.8700 |
| 6M High / 6M Low: | 3.0100 | 0.7500 |
| High (YTD): | 2024-04-08 | 3.0100 |
| Low (YTD): | 2024-01-23 | 0.7500 |
| 52W High: | 2024-04-08 | 3.0100 |
| 52W Low: | 2023-09-26 | 0.5600 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 2.8700 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7131 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.3206 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | - | |
| Volatility 6M: | 103.64% | |
| Volatility 1Y: | 115.94% | |
| Volatility 3Y: | - |
