UC WAR. CALL 06/24 GOB/ DE000HC5SX51 /
| 2024-05-03 9:01:19 AM | Chg.0.0000 | Bid9:06:11 AM | Ask9:06:11 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1600EUR | 0.00% | 1.1600 Bid Size: 25,000 |
1.1800 Ask Size: 25,000 |
ST GOBAIN ... | 65.00 EUR | 2024-06-19 | Call |
Master data
| WKN: | HC5SX5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ST GOBAIN EO 4 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-04-05 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.01 |
|---|---|
| Intrinsic value: | 0.97 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.23 |
| Parity: | 0.97 |
| Time value: | 0.05 |
| Break-even: | 75.20 |
| Moneyness: | 1.15 |
| Premium: | 0.01 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.05 |
| Spread %: | 5.15% |
| Delta: | 0.94 |
| Theta: | -0.02 |
| Omega: | 6.85 |
| Rho: | 0.08 |
Quote data
| Open: | 1.1600 |
|---|---|
| High: | 1.1600 |
| Low: | 1.1600 |
| Previous Close: | 1.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.41% | ||
|---|---|---|---|
| 1 Month | +26.09% | ||
| 3 Months | +114.81% | ||
| YTD | +84.13% | ||
| 1 Year | +480.00% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.1600 | 1.0100 |
|---|---|---|
| 1M High / 1M Low: | 1.1600 | 0.6500 |
| 6M High / 6M Low: | 1.1600 | 0.1200 |
| High (YTD): | 2024-05-02 | 1.1600 |
| Low (YTD): | 2024-01-17 | 0.3100 |
| 52W High: | 2024-05-02 | 1.1600 |
| 52W Low: | 2023-10-26 | 0.0820 |
| Avg. price 1W: | 1.0675 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8462 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5479 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4182 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 238.80% | |
| Volatility 6M: | 183.09% | |
| Volatility 1Y: | 163.84% | |
| Volatility 3Y: | - |
