UC WAR. CALL 12/24 UNH/ DE000HC6RJT0 /
26/08/2024 09:41:46 | Chg.- | Bid12:04:23 | Ask11:30:00 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
10.870EUR | - | 10.840 Bid Size: 2,000 |
- Ask Size: 2,000 |
UNITEDHEALTH GROUP D... | 470.00 - | 18/12/2024 | Call |
Master data
WKN: | HC6RJT |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | UNITEDHEALTH GROUP DL-,01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 470.00 - |
Maturity: | 18/12/2024 |
Issue date: | 16/05/2023 |
Last trading day: | 26/08/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 4.95 |
Leverage: | Yes |
Calculated values
Fair value: | 7.94 |
---|---|
Intrinsic value: | 7.36 |
Implied volatility: | 0.61 |
Historic volatility: | 0.20 |
Parity: | 7.36 |
Time value: | 3.63 |
Break-even: | 579.90 |
Moneyness: | 1.16 |
Premium: | 0.07 |
Premium p.a.: | 0.27 |
Spread abs.: | -0.19 |
Spread %: | -1.70% |
Delta: | 0.74 |
Theta: | -0.31 |
Omega: | 3.67 |
Rho: | 0.79 |
Quote data
Open: | 10.740 |
---|---|
High: | 10.870 |
Low: | 10.740 |
Previous Close: | 10.920 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +16.38% | ||
3 Months | +118.71% | ||
YTD | +30.18% | ||
1 Year | +65.70% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 10.920 | 9.950 |
6M High / 6M Low: | 11.770 | 2.580 |
High (YTD): | 02/08/2024 | 11.770 |
Low (YTD): | 12/04/2024 | 2.580 |
52W High: | 02/08/2024 | 11.770 |
52W Low: | 12/04/2024 | 2.580 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 10.662 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 6.333 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 7.483 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 44.92% | |
Volatility 6M: | 143.46% | |
Volatility 1Y: | 118.15% | |
Volatility 3Y: | - |