UC WAR. CALL 06/24 IBE1/ DE000HC7E049 /
| 2024-05-31 9:45:23 PM | Chg.+0.0100 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2700EUR | +3.85% | 0.2800 Bid Size: 10,000 |
0.3200 Ask Size: 10,000 |
IBERDROLA INH. EO... | 12.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC7E04 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | IBERDROLA INH. EO -,75 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-16 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 37.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.25 |
|---|---|
| Intrinsic value: | 0.10 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.17 |
| Parity: | 0.10 |
| Time value: | 0.22 |
| Break-even: | 12.32 |
| Moneyness: | 1.01 |
| Premium: | 0.02 |
| Premium p.a.: | 0.44 |
| Spread abs.: | 0.04 |
| Spread %: | 14.29% |
| Delta: | 0.59 |
| Theta: | -0.01 |
| Omega: | 22.17 |
| Rho: | 0.00 |
Quote data
| Open: | 0.2200 |
|---|---|
| High: | 0.2700 |
| Low: | 0.1900 |
| Previous Close: | 0.2600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.50% | ||
|---|---|---|---|
| 1 Month | +80.00% | ||
| 3 Months | +500.00% | ||
| YTD | -49.06% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3300 | 0.1900 |
|---|---|---|
| 1M High / 1M Low: | 0.5300 | 0.1600 |
| 6M High / 6M Low: | 0.6000 | 0.0430 |
| High (YTD): | 2024-01-04 | 0.6000 |
| Low (YTD): | 2024-02-28 | 0.0430 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3309 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2642 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 356.14% | |
| Volatility 6M: | 303.59% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
