UC WAR. CALL 06/24 MOV/ DE000HC721U9 /
| 2024-05-15 7:45:40 PM | Chg.+0.0400 | Bid8:00:09 PM | Ask8:00:09 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4100EUR | +10.81% | 0.4000 Bid Size: 8,000 |
0.4200 Ask Size: 8,000 |
MONCLER | 60.00 EUR | 2024-06-19 | Call |
Master data
| WKN: | HC721U |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MONCLER |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-05-30 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.34 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.27 |
| Parity: | 0.34 |
| Time value: | 0.13 |
| Break-even: | 64.70 |
| Moneyness: | 1.06 |
| Premium: | 0.02 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.11 |
| Spread %: | 30.56% |
| Delta: | 0.73 |
| Theta: | -0.03 |
| Omega: | 9.87 |
| Rho: | 0.04 |
Quote data
| Open: | 0.3700 |
|---|---|
| High: | 0.4100 |
| Low: | 0.3400 |
| Previous Close: | 0.3700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.89% | ||
|---|---|---|---|
| 1 Month | -30.51% | ||
| 3 Months | -24.07% | ||
| YTD | +28.13% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4100 | 0.3000 |
|---|---|---|
| 1M High / 1M Low: | 0.8700 | 0.3000 |
| 6M High / 6M Low: | 1.1100 | 0.1400 |
| High (YTD): | 2024-03-14 | 1.1100 |
| Low (YTD): | 2024-01-17 | 0.1400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5471 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4777 | |
| Avg. volume 6M: | 48.3871 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 216.16% | |
| Volatility 6M: | 218.88% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
