UC WAR. CALL 06/24 MUV2/ DE000HC2B3J7 /
| 2024-05-03 9:41:28 PM | Chg.-0.750 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.000EUR | -8.57% | 7.980 Bid Size: 3,000 |
8.040 Ask Size: 3,000 |
MUENCH.RUECKVERS.VNA... | 325.00 EUR | 2024-06-19 | Call |
Master data
| WKN: | HC2B3J |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MUENCH.RUECKVERS.VNA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 325.00 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-12-05 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 8.65 |
|---|---|
| Intrinsic value: | 8.49 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.17 |
| Parity: | 8.49 |
| Time value: | 0.30 |
| Break-even: | 412.90 |
| Moneyness: | 1.26 |
| Premium: | 0.01 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.05 |
| Spread %: | 0.57% |
| Delta: | 0.95 |
| Theta: | -0.10 |
| Omega: | 4.43 |
| Rho: | 0.39 |
Quote data
| Open: | 8.750 |
|---|---|
| High: | 8.750 |
| Low: | 8.000 |
| Previous Close: | 8.750 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.28% | ||
|---|---|---|---|
| 1 Month | -25.30% | ||
| 3 Months | +13.31% | ||
| YTD | +35.36% | ||
| 1 Year | +112.77% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 9.130 | 8.000 |
|---|---|---|
| 1M High / 1M Low: | 11.160 | 8.000 |
| 6M High / 6M Low: | 12.860 | 5.730 |
| High (YTD): | 2024-03-19 | 12.860 |
| Low (YTD): | 2024-01-11 | 5.760 |
| 52W High: | 2024-03-19 | 12.860 |
| 52W Low: | 2023-07-10 | 3.190 |
| Avg. price 1W: | 8.703 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 9.364 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 8.417 | |
| Avg. volume 6M: | .871 | |
| Avg. price 1Y: | 6.559 | |
| Avg. volume 1Y: | 1.398 | |
| Volatility 1M: | 104.36% | |
| Volatility 6M: | 81.78% | |
| Volatility 1Y: | 81.20% | |
| Volatility 3Y: | - |
