UC WAR. CALL 06/24 IBM/ DE000HC44QL7 /
| 2024-05-03 9:40:36 PM | Chg.+0.0800 | Bid9:57:00 PM | Ask9:57:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7400EUR | +12.12% | 0.7100 Bid Size: 15,000 |
0.7200 Ask Size: 15,000 |
International Busine... | 160.00 USD | 2024-06-19 | Call |
Master data
| WKN: | HC44QL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | International Business Machines Corp |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 USD |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-02-14 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 21.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.77 |
|---|---|
| Intrinsic value: | 0.53 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.19 |
| Parity: | 0.53 |
| Time value: | 0.19 |
| Break-even: | 155.88 |
| Moneyness: | 1.04 |
| Premium: | 0.01 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.01 |
| Spread %: | 1.41% |
| Delta: | 0.77 |
| Theta: | -0.04 |
| Omega: | 16.50 |
| Rho: | 0.14 |
Quote data
| Open: | 0.6600 |
|---|---|
| High: | 0.7400 |
| Low: | 0.6600 |
| Previous Close: | 0.6600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -18.68% | ||
|---|---|---|---|
| 1 Month | -72.69% | ||
| 3 Months | -72.28% | ||
| YTD | -29.52% | ||
| 1 Year | +428.57% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.8300 | 0.6600 |
|---|---|---|
| 1M High / 1M Low: | 2.8800 | 0.6600 |
| 6M High / 6M Low: | 3.6800 | 0.4200 |
| High (YTD): | 2024-03-12 | 3.6800 |
| Low (YTD): | 2024-05-02 | 0.6600 |
| 52W High: | 2024-03-12 | 3.6800 |
| 52W Low: | 2023-05-11 | 0.1300 |
| Avg. price 1W: | 0.7550 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9857 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8436 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.0817 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 219.57% | |
| Volatility 6M: | 180.07% | |
| Volatility 1Y: | 156.52% | |
| Volatility 3Y: | - |
