UC WAR. CALL 06/24 HMI/ DE000HC720E5 /
| 2024-06-03 11:47:05 AM | Chg.-0.0800 | Bid1:31:55 PM | Ask1:31:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3200EUR | -20.00% | 0.3000 Bid Size: 50,000 |
0.3100 Ask Size: 50,000 |
HERMES INTERNATIONAL... | 2,190.1764 - | 2024-06-19 | Call |
Master data
| WKN: | HC720E |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HERMES INTERNATIONAL O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 2,190.18 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-05-30 |
| Last trading day: | 2024-06-18 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 46.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.37 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.23 |
| Parity: | -0.14 |
| Time value: | 0.47 |
| Break-even: | 2,237.18 |
| Moneyness: | 0.99 |
| Premium: | 0.03 |
| Premium p.a.: | 0.88 |
| Spread abs.: | 0.07 |
| Spread %: | 17.50% |
| Delta: | 0.48 |
| Theta: | -1.73 |
| Omega: | 22.21 |
| Rho: | 0.44 |
Quote data
| Open: | 0.4000 |
|---|---|
| High: | 0.4000 |
| Low: | 0.3200 |
| Previous Close: | 0.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -41.82% | ||
|---|---|---|---|
| 1 Month | -78.38% | ||
| 3 Months | -83.84% | ||
| YTD | -42.86% | ||
| 1 Year | -78.95% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5500 | 0.2800 |
|---|---|---|
| 1M High / 1M Low: | 1.5500 | 0.2800 |
| 6M High / 6M Low: | 2.7400 | 0.2300 |
| High (YTD): | 2024-03-20 | 2.7400 |
| Low (YTD): | 2024-01-24 | 0.2300 |
| 52W High: | 2024-03-20 | 2.7400 |
| 52W Low: | 2024-01-24 | 0.2300 |
| Avg. price 1W: | 0.4040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0329 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2519 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.0861 | |
| Avg. volume 1Y: | 1.2362 | |
| Volatility 1M: | 288.33% | |
| Volatility 6M: | 234.86% | |
| Volatility 1Y: | 201.25% | |
| Volatility 3Y: | - |
