UC WAR. CALL 06/24 ORC/ DE000HC49450 /
| 5/22/2024 3:42:09 PM | Chg.-0.0300 | Bid4:37:23 PM | Ask4:37:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7100EUR | -4.05% | 0.6600 Bid Size: 30,000 |
0.6700 Ask Size: 30,000 |
ORACLE CORP. D... | 120.00 - | 6/19/2024 | Call |
Master data
| WKN: | HC4945 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ORACLE CORP. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 2/20/2023 |
| Last trading day: | 6/18/2024 |
| 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: | 0.7100 |
| Previous Close: | 0.7400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +26.79% | ||
|---|---|---|---|
| 1 Month | +91.89% | ||
| 3 Months | +54.35% | ||
| YTD | +82.05% | ||
| 1 Year | +24.56% | ||
| 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): | 3/21/2024 | 1.2800 |
| Low (YTD): | 1/5/2024 | 0.2800 |
| 52W High: | 6/15/2023 | 1.9300 |
| 52W Low: | 12/14/2023 | 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: | - |
