UC WAR. CALL 06/24 RNL/ DE000HC2W4N2 /
| 2024-05-31 9:45:43 PM | Chg.+0.0500 | Bid9:59:45 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3800EUR | +3.76% | 1.3900 Bid Size: 15,000 |
- Ask Size: - |
RENAULT INH. EO... | 40.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC2W4N |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | RENAULT INH. EO 3,81 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-04 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.88 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.37 |
|---|---|
| Intrinsic value: | 1.36 |
| Implied volatility: | 0.78 |
| Historic volatility: | 0.29 |
| Parity: | 1.36 |
| Time value: | 0.02 |
| Break-even: | 53.80 |
| Moneyness: | 1.34 |
| Premium: | 0.00 |
| Premium p.a.: | 0.09 |
| Spread abs.: | -0.01 |
| Spread %: | -0.72% |
| Delta: | 0.96 |
| Theta: | -0.02 |
| Omega: | 3.74 |
| Rho: | 0.02 |
Quote data
| Open: | 1.3900 |
|---|---|
| High: | 1.3900 |
| Low: | 1.2900 |
| Previous Close: | 1.3300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +33.98% | ||
|---|---|---|---|
| 1 Month | +74.68% | ||
| 3 Months | +590.00% | ||
| YTD | +500.00% | ||
| 1 Year | +430.77% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3800 | 1.0400 |
|---|---|---|
| 1M High / 1M Low: | 1.3800 | 0.7900 |
| 6M High / 6M Low: | 1.3800 | 0.0800 |
| High (YTD): | 2024-05-31 | 1.3800 |
| Low (YTD): | 2024-01-17 | 0.0800 |
| 52W High: | 2024-05-31 | 1.3800 |
| 52W Low: | 2024-01-17 | 0.0800 |
| Avg. price 1W: | 1.2520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9714 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4928 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4169 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 138.76% | |
| Volatility 6M: | 206.16% | |
| Volatility 1Y: | 179.72% | |
| Volatility 3Y: | - |
