UC WAR. CALL 12/24 DWS/ DE000HC7L0A5 /
| 2024-05-22 7:45:27 PM | Chg.+0.0700 | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.8000EUR | +1.88% | 3.6800 Bid Size: 1,000 |
5.1200 Ask Size: 1,000 |
DWS GROUP GMBH+CO.KG... | 40.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7L0A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DWS GROUP GMBH+CO.KGAA ON |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-22 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.50 |
|---|---|
| Intrinsic value: | 2.30 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.21 |
| Parity: | 2.30 |
| Time value: | 1.68 |
| Break-even: | 43.98 |
| Moneyness: | 1.06 |
| Premium: | 0.04 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.36 |
| Spread %: | 9.94% |
| Delta: | 0.75 |
| Theta: | -0.01 |
| Omega: | 8.02 |
| Rho: | 0.16 |
Quote data
| Open: | 3.8200 |
|---|---|
| High: | 3.8200 |
| Low: | 3.8000 |
| Previous Close: | 3.7300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.81% | ||
|---|---|---|---|
| 1 Month | +24.59% | ||
| 3 Months | +60.34% | ||
| YTD | +124.85% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.0300 | 3.7300 |
|---|---|---|
| 1M High / 1M Low: | 4.0300 | 2.4900 |
| 6M High / 6M Low: | 4.0300 | 0.6300 |
| High (YTD): | 2024-05-20 | 4.0300 |
| Low (YTD): | 2024-01-03 | 1.5400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.8940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.3433 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.3232 | |
| Avg. volume 6M: | 4.8387 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 149.76% | |
| Volatility 6M: | 136.59% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
