UC WAR. CALL 06/24 FIV/ DE000HC79PB6 /
| 2024-05-02 2:10:59 PM | Chg.-0.2600 | Bid2024-05-02 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9600EUR | -11.71% | 1.9600 Bid Size: 2,000 |
- Ask Size: - |
Fiserv | 130.00 USD | 2024-06-19 | Call |
Master data
| WKN: | HC79PB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Fiserv |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 130.00 USD |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-09 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.82 |
|---|---|
| Intrinsic value: | 1.76 |
| Implied volatility: | 0.57 |
| Historic volatility: | 0.15 |
| Parity: | 1.76 |
| Time value: | 0.46 |
| Break-even: | 143.50 |
| Moneyness: | 1.15 |
| Premium: | 0.03 |
| Premium p.a.: | 0.28 |
| Spread abs.: | -0.04 |
| Spread %: | -1.77% |
| Delta: | 0.78 |
| Theta: | -0.10 |
| Omega: | 4.90 |
| Rho: | 0.11 |
Quote data
| Open: | 1.8500 |
|---|---|
| High: | 1.9600 |
| Low: | 1.8500 |
| Previous Close: | 2.2200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.15% | ||
|---|---|---|---|
| 1 Month | -30.74% | ||
| 3 Months | +3.16% | ||
| YTD | +78.18% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.5400 | 2.2200 |
|---|---|---|
| 1M High / 1M Low: | 2.8300 | 1.7900 |
| 6M High / 6M Low: | 2.9300 | 0.5200 |
| High (YTD): | 2024-03-28 | 2.9300 |
| Low (YTD): | 2024-01-03 | 1.0000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3550 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3095 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6269 | |
| Avg. volume 6M: | 8.8306 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 153.64% | |
| Volatility 6M: | 104.17% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
