UC WAR. CALL 06/24 WIB/ DE000HC7DMY2 /
| 2024-05-22 9:45:43 AM | Chg.-0.1100 | Bid10:20:06 AM | Ask10:20:06 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2100EUR | -8.33% | 1.1800 Bid Size: 3,000 |
1.2400 Ask Size: 3,000 |
WIENERBERGER | 35.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC7DMY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | WIENERBERGER |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-16 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 23.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.14 |
|---|---|
| Intrinsic value: | 0.42 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.22 |
| Parity: | 0.42 |
| Time value: | 1.09 |
| Break-even: | 36.51 |
| Moneyness: | 1.01 |
| Premium: | 0.03 |
| Premium p.a.: | 0.48 |
| Spread abs.: | 0.28 |
| Spread %: | 22.76% |
| Delta: | 0.58 |
| Theta: | -0.02 |
| Omega: | 13.71 |
| Rho: | 0.01 |
Quote data
| Open: | 1.3200 |
|---|---|
| High: | 1.3200 |
| Low: | 1.2100 |
| Previous Close: | 1.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -39.50% | ||
|---|---|---|---|
| 1 Month | +142.00% | ||
| 3 Months | +30.11% | ||
| YTD | +72.86% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0000 | 1.3200 |
|---|---|---|
| 1M High / 1M Low: | 2.0000 | 0.4200 |
| 6M High / 6M Low: | 2.0000 | 0.0870 |
| High (YTD): | 2024-05-15 | 2.0000 |
| Low (YTD): | 2024-01-19 | 0.2900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3167 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7915 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 283.32% | |
| Volatility 6M: | 334.33% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
