UniCredit Call 160 UWS 19.06.2024
/ DE000HC5N6U0
UniCredit Call 160 UWS 19.06.2024/ DE000HC5N6U0 /
| 2024-05-27 1:22:23 PM |
Chg.-0.10 |
Bid3:52:19 PM |
Ask3:52:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.43EUR |
-2.21% |
4.47
Bid Size: 2,000 |
-
Ask Size: - |
WASTE MANAGEMENT |
160.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC5N6U |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
WASTE MANAGEMENT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-03-31 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.29 |
| Intrinsic value: |
3.25 |
| Implied volatility: |
1.47 |
| Historic volatility: |
0.14 |
| Parity: |
3.25 |
| Time value: |
1.29 |
| Break-even: |
205.40 |
| Moneyness: |
1.20 |
| Premium: |
0.07 |
| Premium p.a.: |
1.80 |
| Spread abs.: |
0.04 |
| Spread %: |
0.89% |
| Delta: |
0.76 |
| Theta: |
-0.49 |
| Omega: |
3.20 |
| Rho: |
0.06 |
Quote data
| Open: |
4.48 |
| High: |
4.48 |
| Low: |
4.43 |
| Previous Close: |
4.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.56% |
| 1 Month |
|
|
-8.85% |
| 3 Months |
|
|
-2.21% |
| YTD |
|
|
+108.96% |
| 1 Year |
|
|
+162.13% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.62 |
4.41 |
| 1M High / 1M Low: |
4.93 |
4.41 |
| 6M High / 6M Low: |
5.06 |
1.54 |
| High (YTD): |
2024-03-27 |
5.06 |
| Low (YTD): |
2024-01-05 |
2.09 |
| 52W High: |
2024-03-27 |
5.06 |
| 52W Low: |
2023-10-02 |
0.82 |
| Avg. price 1W: |
|
4.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.60 |
| Avg. volume 6M: |
|
7.02 |
| Avg. price 1Y: |
|
2.53 |
| Avg. volume 1Y: |
|
6.85 |
| Volatility 1M: |
|
41.73% |
| Volatility 6M: |
|
72.80% |
| Volatility 1Y: |
|
95.36% |
| Volatility 3Y: |
|
- |
