UC WAR. CALL 06/24 VOL1/ DE000HC78U51 /
| 2024-05-22 9:45:49 PM | Chg.- | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6600EUR | - | 1.5200 Bid Size: 2,000 |
1.7500 Ask Size: 2,000 |
Volvo, AB ser. B | 270.5511 SEK | 2024-06-19 | Call |
Master data
| WKN: | HC78U5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Volvo, AB ser. B |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 270.55 SEK |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-08 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1.03 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 14.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.57 |
|---|---|
| Intrinsic value: | 1.34 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.23 |
| Parity: | 1.34 |
| Time value: | 0.40 |
| Break-even: | 24.99 |
| Moneyness: | 1.06 |
| Premium: | 0.02 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.23 |
| Spread %: | 15.23% |
| Delta: | 0.76 |
| Theta: | -0.01 |
| Omega: | 11.10 |
| Rho: | 0.01 |
Quote data
| Open: | 1.6000 |
|---|---|
| High: | 1.7000 |
| Low: | 1.5600 |
| Previous Close: | 1.6000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.22% | ||
|---|---|---|---|
| 1 Month | -5.68% | ||
| 3 Months | +33.87% | ||
| YTD | +80.43% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7300 | 1.5700 |
|---|---|---|
| 1M High / 1M Low: | 1.8500 | 1.0200 |
| 6M High / 6M Low: | 3.3600 | 0.3500 |
| High (YTD): | 2024-03-27 | 3.3600 |
| Low (YTD): | 2024-01-30 | 0.3500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5543 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2819 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 205.73% | |
| Volatility 6M: | 165.46% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
