UC WAR. CALL 12/24 BEI/ DE000HC7B961 /
| 2024-05-07 9:40:07 AM | Chg.0.0000 | Bid11:02:52 AM | Ask11:02:52 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1800EUR | 0.00% | 0.1700 Bid Size: 80,000 |
0.1800 Ask Size: 80,000 |
BEIERSDORF AG O.N. | 170.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | HC7B96 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BEIERSDORF AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 170.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-14 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 71.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.15 |
| Parity: | -2.61 |
| Time value: | 0.20 |
| Break-even: | 172.00 |
| Moneyness: | 0.85 |
| Premium: | 0.19 |
| Premium p.a.: | 0.33 |
| Spread abs.: | 0.03 |
| Spread %: | 17.65% |
| Delta: | 0.18 |
| Theta: | -0.02 |
| Omega: | 13.32 |
| Rho: | 0.15 |
Quote data
| Open: | 0.1800 |
|---|---|
| High: | 0.1800 |
| Low: | 0.1800 |
| Previous Close: | 0.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.00% | ||
|---|---|---|---|
| 1 Month | +111.76% | ||
| 3 Months | -33.33% | ||
| YTD | -10.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.1800 | 0.1500 |
|---|---|---|
| 1M High / 1M Low: | 0.1800 | 0.0700 |
| 6M High / 6M Low: | 0.2800 | 0.0700 |
| High (YTD): | 2024-02-06 | 0.2800 |
| Low (YTD): | 2024-04-10 | 0.0700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1650 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1143 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1607 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 119.96% | |
| Volatility 6M: | 168.39% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
