UC WAR. CALL 06/24 HDB/ DE000HC8K770 /
| 2024-05-30 9:45:34 AM | Chg.0.0000 | Bid10:22:19 AM | Ask10:22:19 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2400EUR | 0.00% | 0.2600 Bid Size: 10,000 |
0.2900 Ask Size: 10,000 |
AZIMUT | 25.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC8K77 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AZIMUT |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-08-10 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 83.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.19 |
| Parity: | -0.92 |
| Time value: | 0.29 |
| Break-even: | 25.29 |
| Moneyness: | 0.96 |
| Premium: | 0.05 |
| Premium p.a.: | 1.45 |
| Spread abs.: | 0.13 |
| Spread %: | 81.25% |
| Delta: | 0.30 |
| Theta: | -0.01 |
| Omega: | 25.14 |
| Rho: | 0.00 |
Quote data
| Open: | 0.2400 |
|---|---|
| High: | 0.2400 |
| Low: | 0.2400 |
| Previous Close: | 0.2400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -52.00% | ||
|---|---|---|---|
| 1 Month | -67.12% | ||
| 3 Months | -88.52% | ||
| YTD | -68.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5000 | 0.2400 |
|---|---|---|
| 1M High / 1M Low: | 1.3300 | 0.2400 |
| 6M High / 6M Low: | 2.7800 | 0.2400 |
| High (YTD): | 2024-03-06 | 2.7800 |
| Low (YTD): | 2024-05-29 | 0.2400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7852 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1584 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 309.28% | |
| Volatility 6M: | 217.32% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
