UC WAR. CALL 06/24 FPE3/ DE000HC6SZN7 /
2024-05-23 3:45:07 PM | Chg.+0.0300 | Bid5:30:00 PM | Ask5:30:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3700EUR | +8.82% | 0.3600 Bid Size: 14,000 |
0.4000 Ask Size: 14,000 |
FUCHS SE VZO NA O.N... | 42.00 - | 2024-06-19 | Call |
Master data
WKN: | HC6SZN |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | FUCHS SE VZO NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 42.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-05-18 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 12.87 |
Leverage: | Yes |
Calculated values
Fair value: | 0.33 |
---|---|
Intrinsic value: | 0.30 |
Implied volatility: | 0.29 |
Historic volatility: | 0.21 |
Parity: | 0.30 |
Time value: | 0.05 |
Break-even: | 45.50 |
Moneyness: | 1.07 |
Premium: | 0.01 |
Premium p.a.: | 0.15 |
Spread abs.: | 0.04 |
Spread %: | 12.90% |
Delta: | 0.83 |
Theta: | -0.02 |
Omega: | 10.66 |
Rho: | 0.03 |
Quote data
Open: | 0.3300 |
---|---|
High: | 0.3700 |
Low: | 0.3300 |
Previous Close: | 0.3400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +146.67% | ||
---|---|---|---|
1 Month | +37.04% | ||
3 Months | +94.74% | ||
YTD | +76.19% | ||
1 Year | +117.65% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3700 | 0.1500 |
---|---|---|
1M High / 1M Low: | 0.3700 | 0.1400 |
6M High / 6M Low: | 0.5000 | 0.1100 |
High (YTD): | 2024-04-05 | 0.5000 |
Low (YTD): | 2024-02-29 | 0.1100 |
52W High: | 2024-04-05 | 0.5000 |
52W Low: | 2023-09-25 | 0.0680 |
Avg. price 1W: | 0.2900 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2262 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2352 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.1936 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 345.47% | |
Volatility 6M: | 212.31% | |
Volatility 1Y: | 207.72% | |
Volatility 3Y: | - |