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UniCredit Call 160 BCO 19.06.2024/  DE000HC5FP98  /

EUWAX
2024-06-03  7:27:46 PM Chg.+0.070 Bid7:39:23 PM Ask7:39:23 PM Underlying Strike price Expiration date Option type
0.870EUR +8.75% 0.860
Bid Size: 40,000		 0.870
Ask Size: 40,000		 BOEING CO. ... 160.00 - 2024-06-19 Call
 

Master data

WKN: HC5FP9
Issuer: UniCredit
Currency: EUR
Underlying: BOEING CO. DL 5
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-19
Issue date: 2023-03-28
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 19.96
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.37
Implied volatility: 0.45
Historic volatility: 0.28
Parity: 0.37
Time value: 0.45
Break-even: 168.20
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.87
Spread abs.: 0.01
Spread %: 1.23%
Delta: 0.62
Theta: -0.19
Omega: 12.37
Rho: 0.04
 

Quote data

Open: 0.840
High: 0.870
Low: 0.830
Previous Close: 0.800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.57%
1 Month  
+12.99%
3 Months  
+7.41%
YTD  
+1.16%
1 Year  
+17.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.700
1M High / 1M Low: 0.870 0.680
6M High / 6M Low: 0.870 0.490
High (YTD): 2024-05-22 0.870
Low (YTD): 2024-04-24 0.490
52W High: 2024-05-22 0.870
52W Low: 2024-04-24 0.490
Avg. price 1W:   0.730
Avg. volume 1W:   0.000
Avg. price 1M:   0.777
Avg. volume 1M:   0.000
Avg. price 6M:   0.779
Avg. volume 6M:   0.000
Avg. price 1Y:   0.761
Avg. volume 1Y:   0.000
Volatility 1M:   119.18%
Volatility 6M:   78.32%
Volatility 1Y:   58.54%
Volatility 3Y:   -