UC WAR. CALL 06/24 SEJ1/ DE000HC7TYN6 /
| 2024-05-10 1:45:48 PM | Chg.- | Bid2:23:58 PM | Ask2024-05-10 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.5400EUR | - | 2.5100 Bid Size: 15,000 |
- Ask Size: 15,000 |
SAFRAN INH. EO... | 190.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC7TYN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 190.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-30 |
| Last trading day: | 2024-05-13 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.24 |
|---|---|
| Intrinsic value: | 2.17 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.17 |
| Parity: | 2.17 |
| Time value: | 0.30 |
| Break-even: | 214.70 |
| Moneyness: | 1.11 |
| Premium: | 0.01 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.20 |
| Spread %: | 8.81% |
| Delta: | 0.84 |
| Theta: | -0.11 |
| Omega: | 7.18 |
| Rho: | 0.14 |
Quote data
| Open: | 2.3600 |
|---|---|
| High: | 2.5800 |
| Low: | 2.3600 |
| Previous Close: | 2.3100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.96% | ||
|---|---|---|---|
| 1 Month | +28.28% | ||
| 3 Months | +182.22% | ||
| YTD | +916.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5400 | 2.3100 |
|---|---|---|
| 1M High / 1M Low: | 2.5400 | 1.5700 |
| 6M High / 6M Low: | 2.5400 | 0.2300 |
| High (YTD): | 2024-05-10 | 2.5400 |
| Low (YTD): | 2024-01-05 | 0.2300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.4250 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0028 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0497 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 134.37% | |
| Volatility 6M: | 159.33% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
