UC WAR. CALL 06/25 HEI/ DE000HC88DA5 /
| 2024-09-26 9:41:53 PM | Chg.+0.2200 | Bid9:59:07 PM | Ask9:59:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.2700EUR | +7.21% | 3.2600 Bid Size: 8,000 |
3.3500 Ask Size: 8,000 |
HEIDELBERG MATERIALS... | 70.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC88DA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HEIDELBERG MATERIALS O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-07-26 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.02 |
|---|---|
| Intrinsic value: | 2.83 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.23 |
| Parity: | 2.83 |
| Time value: | 0.28 |
| Break-even: | 101.10 |
| Moneyness: | 1.40 |
| Premium: | 0.03 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.09 |
| Spread %: | 2.98% |
| Delta: | 0.92 |
| Theta: | -0.01 |
| Omega: | 2.91 |
| Rho: | 0.43 |
Quote data
| Open: | 3.0800 |
|---|---|
| High: | 3.2700 |
| Low: | 3.0800 |
| Previous Close: | 3.0500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.19% | ||
|---|---|---|---|
| 1 Month | +21.56% | ||
| 3 Months | +14.34% | ||
| YTD | +94.64% | ||
| 1 Year | +161.60% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.2000 | 2.9500 |
|---|---|---|
| 1M High / 1M Low: | 3.2000 | 2.4000 |
| 6M High / 6M Low: | 3.5700 | 2.1400 |
| High (YTD): | 2024-07-16 | 3.5700 |
| Low (YTD): | 2024-01-03 | 1.5200 |
| 52W High: | 2024-07-16 | 3.5700 |
| 52W Low: | 2023-11-06 | 0.8400 |
| Avg. price 1W: | 3.0760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.7357 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.9407 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.3023 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 69.53% | |
| Volatility 6M: | 63.77% | |
| Volatility 1Y: | 72.86% | |
| Volatility 3Y: | - |
