UC WAR. CALL 06/24 GXI/ DE000HC3YYB0 /
| 2024-05-16 9:47:06 PM | Chg.- | Bid9:59:18 PM | Ask9:59:18 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2500EUR | - | 1.2200 Bid Size: 4,000 |
1.3400 Ask Size: 4,000 |
GERRESHEIMER AG | 90.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC3YYB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GERRESHEIMER AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-02-09 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.23 |
|---|---|
| Intrinsic value: | 1.11 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.38 |
| Parity: | 1.11 |
| Time value: | 0.10 |
| Break-even: | 102.10 |
| Moneyness: | 1.12 |
| Premium: | 0.01 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.06 |
| Spread %: | 5.22% |
| Delta: | 0.88 |
| Theta: | -0.04 |
| Omega: | 7.34 |
| Rho: | 0.07 |
Quote data
| Open: | 1.2100 |
|---|---|
| High: | 1.4000 |
| Low: | 1.2100 |
| Previous Close: | 1.1900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.62% | ||
|---|---|---|---|
| 1 Month | -3.85% | ||
| 3 Months | +58.23% | ||
| YTD | -6.02% | ||
| 1 Year | -40.48% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2500 | 1.0800 |
|---|---|---|
| 1M High / 1M Low: | 1.4300 | 1.0800 |
| 6M High / 6M Low: | 2.3200 | 0.7200 |
| High (YTD): | 2024-03-06 | 2.3200 |
| Low (YTD): | 2024-02-08 | 0.7200 |
| 52W High: | 2023-09-04 | 3.7500 |
| 52W Low: | 2024-02-08 | 0.7200 |
| Avg. price 1W: | 1.1560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2538 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2964 | |
| Avg. volume 6M: | 8.3629 | |
| Avg. price 1Y: | 1.8776 | |
| Avg. volume 1Y: | 5.4336 | |
| Volatility 1M: | 118.07% | |
| Volatility 6M: | 226.23% | |
| Volatility 1Y: | 187.32% | |
| Volatility 3Y: | - |
