UC WAR. CALL 01/25 CIS/ DE000HC6C664 /
2024-09-02 9:40:43 PM | Chg.0.0000 | Bid9:56:42 PM | Ask9:56:42 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5900EUR | 0.00% | 0.5800 Bid Size: 50,000 |
0.5900 Ask Size: 50,000 |
CISCO SYSTEMS DL-... | 45.00 - | 2025-01-15 | Call |
Master data
WKN: | HC6C66 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | CISCO SYSTEMS DL-,001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 45.00 - |
Maturity: | 2025-01-15 |
Issue date: | 2023-04-28 |
Last trading day: | 2025-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.63 |
Leverage: | Yes |
Calculated values
Fair value: | 0.27 |
---|---|
Intrinsic value: | 0.08 |
Implied volatility: | 0.49 |
Historic volatility: | 0.18 |
Parity: | 0.08 |
Time value: | 0.52 |
Break-even: | 51.00 |
Moneyness: | 1.02 |
Premium: | 0.11 |
Premium p.a.: | 0.34 |
Spread abs.: | 0.01 |
Spread %: | 1.69% |
Delta: | 0.60 |
Theta: | -0.02 |
Omega: | 4.56 |
Rho: | 0.08 |
Quote data
Open: | 0.5800 |
---|---|
High: | 0.5900 |
Low: | 0.5800 |
Previous Close: | 0.5900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -4.84% | ||
---|---|---|---|
1 Month | +43.90% | ||
3 Months | +51.28% | ||
YTD | -24.36% | ||
1 Year | -59.86% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6200 | 0.5300 |
---|---|---|
1M High / 1M Low: | 0.6200 | 0.3100 |
6M High / 6M Low: | 0.7100 | 0.3100 |
High (YTD): | 2024-01-25 | 0.9200 |
Low (YTD): | 2024-08-12 | 0.3100 |
52W High: | 2023-09-04 | 1.4600 |
52W Low: | 2024-08-12 | 0.3100 |
Avg. price 1W: | 0.5860 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4748 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.5041 | |
Avg. volume 6M: | 29.2441 | |
Avg. price 1Y: | 0.7074 | |
Avg. volume 1Y: | 25.1890 | |
Volatility 1M: | 180.13% | |
Volatility 6M: | 117.39% | |
Volatility 1Y: | 101.38% | |
Volatility 3Y: | - |