UC WAR. CALL 06/24 ORC/ DE000HC49450 /
2024-05-22 5:42:17 PM | Chg.-0.0500 | Bid6:40:13 PM | Ask6:40:13 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.6900EUR | -6.76% | 0.6800 Bid Size: 30,000 |
0.6900 Ask Size: 30,000 |
ORACLE CORP. D... | 120.00 - | 2024-06-19 | Call |
Master data
WKN: | HC4945 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ORACLE CORP. DL-,01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 120.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-02-20 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 15.95 |
Leverage: | Yes |
Calculated values
Fair value: | 0.19 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.73 |
Historic volatility: | 0.29 |
Parity: | -0.52 |
Time value: | 0.72 |
Break-even: | 127.20 |
Moneyness: | 0.96 |
Premium: | 0.11 |
Premium p.a.: | 2.80 |
Spread abs.: | 0.01 |
Spread %: | 1.41% |
Delta: | 0.46 |
Theta: | -0.17 |
Omega: | 7.32 |
Rho: | 0.03 |
Quote data
Open: | 0.7300 |
---|---|
High: | 0.7300 |
Low: | 0.6900 |
Previous Close: | 0.7400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +23.21% | ||
---|---|---|---|
1 Month | +86.49% | ||
3 Months | +50.00% | ||
YTD | +76.92% | ||
1 Year | +21.05% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.7400 | 0.5600 |
---|---|---|
1M High / 1M Low: | 0.7400 | 0.3300 |
6M High / 6M Low: | 1.2800 | 0.2600 |
High (YTD): | 2024-03-21 | 1.2800 |
Low (YTD): | 2024-01-05 | 0.2800 |
52W High: | 2023-06-15 | 1.9300 |
52W Low: | 2023-12-14 | 0.2600 |
Avg. price 1W: | 0.6360 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4495 | |
Avg. volume 1M: | 35.7143 | |
Avg. price 6M: | 0.6126 | |
Avg. volume 6M: | 500.3952 | |
Avg. price 1Y: | 0.8357 | |
Avg. volume 1Y: | 242.3789 | |
Volatility 1M: | 279.89% | |
Volatility 6M: | 250.07% | |
Volatility 1Y: | 215.34% | |
Volatility 3Y: | - |