UC WAR. CALL 06/24 ORC/ DE000HC49443 /
| 07/05/2024 11:41:59 | Chg.- | Bid12:00:24 | Ask07/05/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7900EUR | - | 1.7800 Bid Size: 14,000 |
- Ask Size: 10,000 |
ORACLE CORP. D... | 100.00 - | 19/06/2024 | Call |
Master data
| WKN: | HC4944 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ORACLE CORP. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 20/02/2023 |
| Last trading day: | 07/05/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.26 |
|---|---|
| Intrinsic value: | 1.18 |
| Implied volatility: | 0.84 |
| Historic volatility: | 0.30 |
| Parity: | 1.18 |
| Time value: | 0.63 |
| Break-even: | 118.10 |
| Moneyness: | 1.12 |
| Premium: | 0.06 |
| Premium p.a.: | 0.78 |
| Spread abs.: | 0.04 |
| Spread %: | 2.26% |
| Delta: | 0.72 |
| Theta: | -0.15 |
| Omega: | 4.42 |
| Rho: | 0.06 |
Quote data
| Open: | 1.7800 |
|---|---|
| High: | 1.7900 |
| Low: | 1.7800 |
| Previous Close: | 1.7700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -12.25% | ||
| 3 Months | +12.58% | ||
| YTD | +51.69% | ||
| 1 Year | +64.22% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.1400 | 1.5000 |
| 6M High / 6M Low: | 2.8400 | 0.8600 |
| High (YTD): | 21/03/2024 | 2.8400 |
| Low (YTD): | 05/01/2024 | 0.9500 |
| 52W High: | 15/06/2023 | 3.1300 |
| 52W Low: | 14/12/2023 | 0.8600 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.7125 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7392 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.8854 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 128.52% | |
| Volatility 6M: | 159.85% | |
| Volatility 1Y: | 143.68% | |
| Volatility 3Y: | - |
