UC WAR. CALL 06/24 GXI/ DE000HC3YYB0 /
2024-04-30 9:46:49 PM | Chg.+0.0300 | Bid9:59:31 PM | Ask9:59:31 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.2600EUR | +2.44% | 1.2100 Bid Size: 6,000 |
1.2800 Ask Size: 6,000 |
GERRESHEIMER AG | 90.00 EUR | 2024-06-19 | Call |
Master data
WKN: | HC3YYB |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GERRESHEIMER AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 90.00 EUR |
Maturity: | 2024-06-19 |
Issue date: | 2023-02-09 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.89 |
Leverage: | Yes |
Calculated values
Fair value: | 1.29 |
---|---|
Intrinsic value: | 1.10 |
Implied volatility: | 0.37 |
Historic volatility: | 0.38 |
Parity: | 1.10 |
Time value: | 0.18 |
Break-even: | 102.80 |
Moneyness: | 1.12 |
Premium: | 0.02 |
Premium p.a.: | 0.14 |
Spread abs.: | 0.07 |
Spread %: | 5.79% |
Delta: | 0.83 |
Theta: | -0.04 |
Omega: | 6.55 |
Rho: | 0.10 |
Quote data
Open: | 1.2300 |
---|---|
High: | 1.4100 |
Low: | 1.1700 |
Previous Close: | 1.2300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -5.97% | ||
---|---|---|---|
1 Month | -28.00% | ||
3 Months | +11.50% | ||
YTD | -5.26% | ||
1 Year | -40.57% | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 1.3400 | 1.1900 |
---|---|---|
1M High / 1M Low: | 1.9500 | 1.1300 |
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: | 1.2580 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.4510 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.2898 | |
Avg. volume 6M: | 8.2960 | |
Avg. price 1Y: | 1.9155 | |
Avg. volume 1Y: | 5.4336 | |
Volatility 1M: | 150.03% | |
Volatility 6M: | 231.77% | |
Volatility 1Y: | 186.77% | |
Volatility 3Y: | - |