UniCredit Call 50 PAH3 19.06.2024/  DE000HC3ES64  /

EUWAX
2024-06-04  8:50:13 PM Chg.-0.030 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.430EUR -6.52% -
Bid Size: -
-
Ask Size: -
PORSCHE AUTOM.HLDG V... 50.00 - 2024-06-19 Call
 

Master data

WKN: HC3ES6
Issuer: UniCredit
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-06-19
Issue date: 2023-01-24
Last trading day: 2024-06-18
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 90.07
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 0.44
Implied volatility: 0.05
Historic volatility: 0.20
Parity: 0.44
Time value: 0.12
Break-even: 50.56
Moneyness: 1.01
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.10
Spread %: 21.74%
Delta: 0.84
Theta: -0.01
Omega: 75.75
Rho: 0.02
 

Quote data

Open: 0.440
High: 0.460
Low: 0.390
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.82%
1 Month
  -41.89%
3 Months
  -68.38%
YTD
  -68.61%
1 Year
  -89.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.420
1M High / 1M Low: 1.050 0.190
6M High / 6M Low: 2.050 0.190
High (YTD): 2024-04-10 2.050
Low (YTD): 2024-05-23 0.190
52W High: 2023-06-15 4.680
52W Low: 2024-05-23 0.190
Avg. price 1W:   0.496
Avg. volume 1W:   0.000
Avg. price 1M:   0.593
Avg. volume 1M:   0.000
Avg. price 6M:   1.102
Avg. volume 6M:   0.000
Avg. price 1Y:   2.012
Avg. volume 1Y:   0.000
Volatility 1M:   498.90%
Volatility 6M:   284.06%
Volatility 1Y:   216.81%
Volatility 3Y:   -