UC WAR. CALL 06/24 ASME/ DE000HC37WQ8 /
| 2024-05-27 11:46:23 AM | Chg.- | Bid1:02:48 PM | Ask2024-05-27 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 10.110EUR | - | 10.020 Bid Size: 15,000 |
- Ask Size: 15,000 |
ASML HOLDING EO -... | 780.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC37WQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ASML HOLDING EO -,09 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 780.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-16 |
| Last trading day: | 2024-05-27 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 9.27 |
|---|---|
| Intrinsic value: | 9.08 |
| Implied volatility: | 0.55 |
| Historic volatility: | 0.29 |
| Parity: | 9.08 |
| Time value: | 0.98 |
| Break-even: | 880.60 |
| Moneyness: | 1.12 |
| Premium: | 0.01 |
| Premium p.a.: | 0.29 |
| Spread abs.: | -0.50 |
| Spread %: | -4.73% |
| Delta: | 0.85 |
| Theta: | -0.81 |
| Omega: | 7.33 |
| Rho: | 0.28 |
Quote data
| Open: | 10.520 |
|---|---|
| High: | 10.520 |
| Low: | 10.110 |
| Previous Close: | 10.440 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +34.62% | ||
| 3 Months | -32.24% | ||
| YTD | +328.39% | ||
| 1 Year | +84.15% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 10.110 | 10.110 |
|---|---|---|
| 1M High / 1M Low: | 10.440 | 7.420 |
| 6M High / 6M Low: | 19.830 | 1.160 |
| High (YTD): | 2024-03-07 | 19.830 |
| Low (YTD): | 2024-01-17 | 1.160 |
| 52W High: | 2024-03-07 | 19.830 |
| 52W Low: | 2023-10-20 | 0.840 |
| Avg. price 1W: | 10.110 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 8.534 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 8.478 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 5.280 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 163.32% | |
| Volatility 6M: | 263.26% | |
| Volatility 1Y: | 220.90% | |
| Volatility 3Y: | - |
