UC WAR. CALL 06/24 HDB/ DE000HC71YC3 /
| 2024-05-14 11:45:29 AM | Chg.- | Bid12:05:57 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8400EUR | - | 1.8300 Bid Size: 4,000 |
- Ask Size: - |
AZIMUT | 24.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC71YC |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AZIMUT |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 24.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-05-30 |
| Last trading day: | 2024-05-14 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.83 |
|---|---|
| Intrinsic value: | 0.58 |
| Implied volatility: | 0.69 |
| Historic volatility: | 0.19 |
| Parity: | 0.58 |
| Time value: | 1.36 |
| Break-even: | 25.94 |
| Moneyness: | 1.02 |
| Premium: | 0.06 |
| Premium p.a.: | 1.55 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.59 |
| Theta: | -0.04 |
| Omega: | 7.54 |
| Rho: | 0.01 |
Quote data
| Open: | 1.6700 |
|---|---|
| High: | 1.8400 |
| Low: | 1.6600 |
| Previous Close: | 1.6600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +47.20% | ||
| 3 Months | -36.55% | ||
| YTD | +54.62% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.8700 | 1.1600 |
| 6M High / 6M Low: | 3.6100 | 0.5700 |
| High (YTD): | 2024-03-06 | 3.6100 |
| Low (YTD): | 2024-04-19 | 1.0100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.5309 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7624 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 153.48% | |
| Volatility 6M: | 167.57% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
