UC WAR. CALL 06/24 4AB/ DE000HC3LFM3 /
| 2024-05-20 7:40:56 PM | Chg.-0.0800 | Bid8:21:23 PM | Ask8:21:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6800EUR | -10.53% | 0.6800 Bid Size: 15,000 |
0.6900 Ask Size: 15,000 |
ABBVIE INC. D... | 160.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC3LFM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABBVIE INC. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-27 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 19.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.60 |
| Historic volatility: | 0.17 |
| Parity: | -0.69 |
| Time value: | 0.78 |
| Break-even: | 167.80 |
| Moneyness: | 0.96 |
| Premium: | 0.10 |
| Premium p.a.: | 2.06 |
| Spread abs.: | 0.01 |
| Spread %: | 1.30% |
| Delta: | 0.44 |
| Theta: | -0.18 |
| Omega: | 8.62 |
| Rho: | 0.05 |
Quote data
| Open: | 0.7600 |
|---|---|
| High: | 0.7600 |
| Low: | 0.6800 |
| Previous Close: | 0.7600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +44.68% | ||
|---|---|---|---|
| 1 Month | -35.24% | ||
| 3 Months | -63.04% | ||
| YTD | +3.03% | ||
| 1 Year | -20.93% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7600 | 0.4600 |
|---|---|---|
| 1M High / 1M Low: | 1.2400 | 0.4400 |
| 6M High / 6M Low: | 2.2500 | 0.2400 |
| High (YTD): | 2024-03-06 | 2.2500 |
| Low (YTD): | 2024-05-10 | 0.4400 |
| 52W High: | 2024-03-06 | 2.2500 |
| 52W Low: | 2023-11-28 | 0.2400 |
| Avg. price 1W: | 0.5820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6805 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1642 | |
| Avg. volume 6M: | 2.9839 | |
| Avg. price 1Y: | 0.8939 | |
| Avg. volume 1Y: | 6.5984 | |
| Volatility 1M: | 317.14% | |
| Volatility 6M: | 172.09% | |
| Volatility 1Y: | 161.21% | |
| Volatility 3Y: | - |
