UC WAR. CALL 12/24 ZEG/ DE000HC7P0J2 /
| 2024-06-04 9:45:56 PM | Chg.+0.0100 | Bid9:59:20 PM | Ask9:59:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2400EUR | +4.35% | 0.2200 Bid Size: 10,000 |
0.2800 Ask Size: 10,000 |
ASTRAZENECA PLC D... | 150.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7P0J |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ASTRAZENECA PLC DL-,25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 55.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.96 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.08 |
| Historic volatility: | 0.25 |
| Parity: | -0.50 |
| Time value: | 0.26 |
| Break-even: | 152.60 |
| Moneyness: | 0.97 |
| Premium: | 0.05 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.06 |
| Spread %: | 30.00% |
| Delta: | 0.42 |
| Theta: | -0.01 |
| Omega: | 23.60 |
| Rho: | 0.32 |
Quote data
| Open: | 0.2300 |
|---|---|
| High: | 0.2400 |
| Low: | 0.2300 |
| Previous Close: | 0.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.00% | ||
|---|---|---|---|
| 1 Month | +4.35% | ||
| 3 Months | +1042.86% | ||
| YTD | +100.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2300 | 0.1700 |
|---|---|---|
| 1M High / 1M Low: | 0.2900 | 0.1700 |
| 6M High / 6M Low: | 0.2900 | 0.0050 |
| High (YTD): | 2024-05-10 | 0.2900 |
| Low (YTD): | 2024-02-13 | 0.0050 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2300 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0995 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 165.10% | |
| Volatility 6M: | 472.61% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
