UC WAR. CALL 06/24 MUV2/ DE000HC2P6M8 /
| 2024-05-16 11:42:22 AM | Chg.+0.770 | Bid1:14:48 PM | Ask11:47:42 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.580EUR | +16.01% | 5.600 Bid Size: 20,000 |
- Ask Size: 20,000 |
MUENCH.RUECKVERS.VNA... | 400.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC2P6M |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MUENCH.RUECKVERS.VNA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 400.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-12-19 |
| Last trading day: | 2024-05-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.76 |
|---|---|
| Intrinsic value: | 4.60 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.18 |
| Parity: | 4.60 |
| Time value: | 0.27 |
| Break-even: | 448.70 |
| Moneyness: | 1.12 |
| Premium: | 0.01 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.07 |
| Spread %: | 1.46% |
| Delta: | 0.92 |
| Theta: | -0.11 |
| Omega: | 8.46 |
| Rho: | 0.34 |
Quote data
| Open: | 4.810 |
|---|---|
| High: | 5.580 |
| Low: | 4.810 |
| Previous Close: | 4.810 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +27.11% | ||
|---|---|---|---|
| 1 Month | +234.13% | ||
| 3 Months | +151.35% | ||
| YTD | +416.67% | ||
| 1 Year | +597.50% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.690 | 4.390 |
|---|---|---|
| 1M High / 1M Low: | 5.690 | 1.450 |
| 6M High / 6M Low: | 5.690 | 0.920 |
| High (YTD): | 2024-05-10 | 5.690 |
| Low (YTD): | 2024-01-11 | 0.920 |
| 52W High: | 2024-05-10 | 5.690 |
| 52W Low: | 2023-07-10 | 0.590 |
| Avg. price 1W: | 4.968 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 2.918 | |
| Avg. volume 1M: | 11.048 | |
| Avg. price 6M: | 2.496 | |
| Avg. volume 6M: | 50.298 | |
| Avg. price 1Y: | 1.827 | |
| Avg. volume 1Y: | 34.180 | |
| Volatility 1M: | 397.65% | |
| Volatility 6M: | 232.96% | |
| Volatility 1Y: | 189.08% | |
| Volatility 3Y: | - |
