UC WAR. CALL 06/24 PRG/ DE000HC5VL92 /
| 2024-05-27 7:42:29 PM | Chg.-0.0300 | Bid8:08:46 PM | Ask8:08:46 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2200EUR | -12.00% | 0.2200 Bid Size: 15,000 |
0.2500 Ask Size: 15,000 |
PROCTER GAMBLE | 165.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC5VL9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PROCTER GAMBLE |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 165.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-04-11 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 63.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.12 |
| Parity: | -1.26 |
| Time value: | 0.24 |
| Break-even: | 167.40 |
| Moneyness: | 0.92 |
| Premium: | 0.10 |
| Premium p.a.: | 3.42 |
| Spread abs.: | 0.01 |
| Spread %: | 4.35% |
| Delta: | 0.26 |
| Theta: | -0.12 |
| Omega: | 16.23 |
| Rho: | 0.02 |
Quote data
| Open: | 0.2400 |
|---|---|
| High: | 0.2400 |
| Low: | 0.2200 |
| Previous Close: | 0.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -42.11% | ||
|---|---|---|---|
| 1 Month | +22.22% | ||
| 3 Months | -26.67% | ||
| YTD | +57.14% | ||
| 1 Year | -61.40% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4300 | 0.2500 |
|---|---|---|
| 1M High / 1M Low: | 0.4400 | 0.1700 |
| 6M High / 6M Low: | 0.4400 | 0.1200 |
| High (YTD): | 2024-05-16 | 0.4400 |
| Low (YTD): | 2024-04-19 | 0.1200 |
| 52W High: | 2023-08-09 | 0.8300 |
| 52W Low: | 2024-04-19 | 0.1200 |
| Avg. price 1W: | 0.3500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3242 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2564 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3925 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 300.19% | |
| Volatility 6M: | 248.94% | |
| Volatility 1Y: | 197.99% | |
| Volatility 3Y: | - |
