UC WAR. CALL 12/24 EVD/ DE000HC7L0Q1 /
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: | - |