UC WAR. CALL 06/24 MUV2/ DE000HC2P6M8 /
| 2024-05-02 2:10:47 PM | Chg.-0.0100 | Bid2:28:52 PM | Ask2:28:52 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1300EUR | -0.47% | 2.1100 Bid Size: 35,000 |
2.1200 Ask Size: 35,000 |
MUENCH.RUECKVERS.VNA... | 400.00 EUR | 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 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-12-19 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.61 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.87 |
|---|---|
| Intrinsic value: | 1.22 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.17 |
| Parity: | 1.22 |
| Time value: | 1.42 |
| Break-even: | 426.40 |
| Moneyness: | 1.03 |
| Premium: | 0.03 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.57 |
| Spread %: | 27.54% |
| Delta: | 0.64 |
| Theta: | -0.21 |
| Omega: | 10.03 |
| Rho: | 0.31 |
Quote data
| Open: | 2.1400 |
|---|---|
| High: | 2.2600 |
| Low: | 2.1200 |
| Previous Close: | 2.1400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.97% | ||
|---|---|---|---|
| 1 Month | -58.88% | ||
| 3 Months | +46.90% | ||
| YTD | +97.22% | ||
| 1 Year | +131.52% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.3400 | 2.1400 |
|---|---|---|
| 1M High / 1M Low: | 5.1800 | 1.5200 |
| 6M High / 6M Low: | 5.4800 | 0.9200 |
| High (YTD): | 2024-03-19 | 5.4800 |
| Low (YTD): | 2024-01-11 | 0.9200 |
| 52W High: | 2024-03-19 | 5.4800 |
| 52W Low: | 2023-07-10 | 0.5900 |
| Avg. price 1W: | 2.2850 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.5919 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.3131 | |
| Avg. volume 6M: | 48.4274 | |
| Avg. price 1Y: | 1.7219 | |
| Avg. volume 1Y: | 33.2734 | |
| Volatility 1M: | 368.28% | |
| Volatility 6M: | 210.53% | |
| Volatility 1Y: | 175.30% | |
| Volatility 3Y: | - |
