UC WAR. CALL 12/24 EVD/  DE000HC7L0Q1  /

gettex
2024-05-23  9:45:29 AM Chg.+0.5700 Bid12:21:45 PM Ask2024-05-23 Underlying Strike price Expiration date Option type
2.9100EUR +24.36% 3.0900
Bid Size: 40,000
-
Ask Size: 20,000
CTS EVENTIM KGAA 60.00 - 2024-12-18 Call
 

Master data

WKN: HC7L0Q
Issuer: UniCredit
Currency: EUR
Underlying: CTS EVENTIM KGAA
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-12-18
Issue date: 2023-06-22
Last trading day: 2024-05-23
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.79
Leverage: Yes

Calculated values

Fair value: 2.24
Intrinsic value: 2.07
Implied volatility: 0.75
Historic volatility: 0.28
Parity: 2.07
Time value: 0.82
Break-even: 88.90
Moneyness: 1.35
Premium: 0.10
Premium p.a.: 0.18
Spread abs.: 0.65
Spread %: 29.02%
Delta: 0.80
Theta: -0.03
Omega: 2.24
Rho: 0.20
 

Quote data

Open: 2.5300
High: 2.9100
Low: 2.5300
Previous Close: 2.3400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.33%
1 Month  
+18.78%
3 Months  
+90.20%
YTD  
+179.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.3600 2.2500
1M High / 1M Low: 2.6000 2.2000
6M High / 6M Low: 2.7200 0.7700
High (YTD): 2024-04-08 2.7200
Low (YTD): 2024-01-23 0.7700
52W High: - -
52W Low: - -
Avg. price 1W:   2.3060
Avg. volume 1W:   0.0000
Avg. price 1M:   2.3986
Avg. volume 1M:   0.0000
Avg. price 6M:   1.6244
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.54%
Volatility 6M:   86.75%
Volatility 1Y:   -
Volatility 3Y:   -