UC WAR. CALL 12/24 BCO/ DE000HC6YLS4 /
| 2024-05-03 9:42:13 PM | Chg.+0.0200 | Bid9:57:59 PM | Ask9:57:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9500EUR | +2.15% | 0.9500 Bid Size: 25,000 |
0.9600 Ask Size: 25,000 |
Boeing Co | 210.00 USD | 2024-12-18 | Call |
Master data
| WKN: | HC6YLS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Boeing Co |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 210.00 USD |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-05-25 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 17.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.63 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.27 |
| Parity: | -2.81 |
| Time value: | 0.96 |
| Break-even: | 204.74 |
| Moneyness: | 0.86 |
| Premium: | 0.23 |
| Premium p.a.: | 0.38 |
| Spread abs.: | 0.01 |
| Spread %: | 1.05% |
| Delta: | 0.36 |
| Theta: | -0.04 |
| Omega: | 6.29 |
| Rho: | 0.32 |
Quote data
| Open: | 0.9300 |
|---|---|
| High: | 0.9500 |
| Low: | 0.9300 |
| Previous Close: | 0.9300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +55.74% | ||
|---|---|---|---|
| 1 Month | -24.00% | ||
| 3 Months | -63.18% | ||
| YTD | -84.97% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.9500 | 0.6300 |
|---|---|---|
| 1M High / 1M Low: | 1.2500 | 0.5600 |
| 6M High / 6M Low: | 6.6800 | 0.5600 |
| High (YTD): | 2024-01-02 | 5.7000 |
| Low (YTD): | 2024-04-24 | 0.5600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8150 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8385 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.8276 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 232.43% | |
| Volatility 6M: | 149.12% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
