UC WAR. CALL 12/24 EVK/ DE000HC7Q3U2 /
2024-09-05 1:45:04 PM | Chg.+0.1000 | Bid1:52:07 PM | Ask1:52:07 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.3800EUR | +4.39% | 2.3900 Bid Size: 15,000 |
2.4100 Ask Size: 15,000 |
EVONIK INDUSTRIES NA... | 18.00 - | 2024-12-18 | Call |
Master data
WKN: | HC7Q3U |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | EVONIK INDUSTRIES NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 18.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-27 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 8.34 |
Leverage: | Yes |
Calculated values
Fair value: | 2.18 |
---|---|
Intrinsic value: | 1.85 |
Implied volatility: | 0.27 |
Historic volatility: | 0.19 |
Parity: | 1.85 |
Time value: | 0.53 |
Break-even: | 20.38 |
Moneyness: | 1.10 |
Premium: | 0.03 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.10 |
Spread %: | 4.39% |
Delta: | 0.80 |
Theta: | -0.01 |
Omega: | 6.64 |
Rho: | 0.04 |
Quote data
Open: | 2.2800 |
---|---|
High: | 2.4000 |
Low: | 2.2800 |
Previous Close: | 2.2800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -0.42% | ||
---|---|---|---|
1 Month | +46.01% | ||
3 Months | +26.60% | ||
YTD | +20.81% | ||
1 Year | +19.00% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.5500 | 2.2500 |
---|---|---|
1M High / 1M Low: | 2.5500 | 1.2200 |
6M High / 6M Low: | 2.8400 | 0.8000 |
High (YTD): | 2024-05-14 | 2.8400 |
Low (YTD): | 2024-03-18 | 0.8000 |
52W High: | 2024-05-14 | 2.8400 |
52W Low: | 2024-03-18 | 0.8000 |
Avg. price 1W: | 2.3960 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.8796 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.8687 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.7050 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 128.74% | |
Volatility 6M: | 116.74% | |
Volatility 1Y: | 112.83% | |
Volatility 3Y: | - |