UC WAR. CALL 06/24 IBM/ DE000HC8DZT2 /
| 2024-04-30 9:42:14 PM | Chg.-0.0300 | Bid9:59:31 PM | Ask9:59:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5100EUR | -5.56% | 0.5100 Bid Size: 20,000 |
0.5200 Ask Size: 20,000 |
International Busine... | 165.00 USD | 2024-06-19 | Call |
Master data
| WKN: | HC8DZT |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | International Business Machines Corp |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 165.00 USD |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-08-02 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 29.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.53 |
|---|---|
| Intrinsic value: | 0.11 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.19 |
| Parity: | 0.11 |
| Time value: | 0.41 |
| Break-even: | 159.90 |
| Moneyness: | 1.01 |
| Premium: | 0.03 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.01 |
| Spread %: | 1.96% |
| Delta: | 0.59 |
| Theta: | -0.05 |
| Omega: | 17.57 |
| Rho: | 0.12 |
Quote data
| Open: | 0.5400 |
|---|---|
| High: | 0.5700 |
| Low: | 0.4800 |
| Previous Close: | 0.5400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -73.58% | ||
|---|---|---|---|
| 1 Month | -80.46% | ||
| 3 Months | -77.92% | ||
| YTD | -36.25% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.9300 | 0.5100 |
|---|---|---|
| 1M High / 1M Low: | 2.5700 | 0.5100 |
| 6M High / 6M Low: | 3.2400 | 0.2900 |
| High (YTD): | 2024-03-12 | 3.2400 |
| Low (YTD): | 2024-04-30 | 0.5100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8176 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5166 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 242.79% | |
| Volatility 6M: | 201.76% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
