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: | - |
