UC WAR. CALL 06/24 KBX/ DE000HC6R7V1 /
| 2024-05-16 11:46:09 AM | Chg.- | Bid1:13:27 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0400EUR | - | 1.0600 Bid Size: 35,000 |
- Ask Size: - |
KNORR-BREMSE AG INH... | 65.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC6R7V |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | KNORR-BREMSE AG INH O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-05-16 |
| Last trading day: | 2024-05-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.83 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.75 |
|---|---|
| Intrinsic value: | 0.74 |
| Implied volatility: | 1.19 |
| Historic volatility: | 0.24 |
| Parity: | 0.74 |
| Time value: | 0.32 |
| Break-even: | 75.60 |
| Moneyness: | 1.11 |
| Premium: | 0.04 |
| Premium p.a.: | 2.37 |
| Spread abs.: | 0.18 |
| Spread %: | 20.45% |
| Delta: | 0.72 |
| Theta: | -0.21 |
| Omega: | 4.95 |
| Rho: | 0.01 |
Quote data
| Open: | 1.0100 |
|---|---|
| High: | 1.0400 |
| Low: | 1.0100 |
| Previous Close: | 1.0100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +82.46% | ||
| 3 Months | +126.09% | ||
| YTD | +372.73% | ||
| 1 Year | +11.83% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.0400 | 0.5700 |
| 6M High / 6M Low: | 1.0400 | 0.1000 |
| High (YTD): | 2024-05-16 | 1.0400 |
| Low (YTD): | 2024-01-19 | 0.1000 |
| 52W High: | 2023-06-30 | 1.1600 |
| 52W Low: | 2024-01-19 | 0.1000 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.8711 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3811 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4614 | |
| Avg. volume 1Y: | 1.2397 | |
| Volatility 1M: | 286.30% | |
| Volatility 6M: | 245.72% | |
| Volatility 1Y: | 194.67% | |
| Volatility 3Y: | - |
