UC WAR. CALL 06/24 REP/ DE000HC72270 /
| 2024-05-02 6:16:03 PM | Chg.-0.2500 | Bid6:29:24 PM | Ask6:29:24 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8100EUR | -23.58% | 0.7700 Bid Size: 10,000 |
0.8100 Ask Size: 10,000 |
REPSOL S.A. INH. ... | 14.00 EUR | 2024-06-19 | Call |
Master data
| WKN: | HC7227 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | REPSOL S.A. INH. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-05-30 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.76 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.94 |
|---|---|
| Intrinsic value: | 0.73 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.21 |
| Parity: | 0.73 |
| Time value: | 0.35 |
| Break-even: | 15.07 |
| Moneyness: | 1.05 |
| Premium: | 0.02 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.08 |
| Spread %: | 8.08% |
| Delta: | 0.72 |
| Theta: | -0.01 |
| Omega: | 9.95 |
| Rho: | 0.01 |
Quote data
| Open: | 0.9300 |
|---|---|
| High: | 0.9300 |
| Low: | 0.7900 |
| Previous Close: | 1.0600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -41.30% | ||
|---|---|---|---|
| 1 Month | -62.50% | ||
| 3 Months | +9.46% | ||
| YTD | +24.62% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.3800 | 1.0600 |
|---|---|---|
| 1M High / 1M Low: | 2.3700 | 1.0600 |
| 6M High / 6M Low: | 2.3700 | 0.5300 |
| High (YTD): | 2024-04-05 | 2.3700 |
| Low (YTD): | 2024-01-23 | 0.5300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6867 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1033 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 166.73% | |
| Volatility 6M: | 155.07% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
