UC WAR. CALL 06/24 IBM/ DE000HC3JM73 /
| 2024-05-06 1:41:36 PM | Chg.- | Bid2:25:11 PM | Ask2024-05-06 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5300EUR | - | 1.5400 Bid Size: 8,000 |
- Ask Size: 6,000 |
INTL BUS. MACH. D... | 150.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC3JM7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTL BUS. MACH. DL-,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-26 |
| Last trading day: | 2024-05-07 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.92 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.51 |
|---|---|
| Intrinsic value: | 0.38 |
| Implied volatility: | 1.00 |
| Historic volatility: | 0.19 |
| Parity: | 0.38 |
| Time value: | 1.17 |
| Break-even: | 165.50 |
| Moneyness: | 1.03 |
| Premium: | 0.08 |
| Premium p.a.: | 3.42 |
| Spread abs.: | -0.18 |
| Spread %: | -10.40% |
| Delta: | 0.59 |
| Theta: | -0.37 |
| Omega: | 5.87 |
| Rho: | 0.04 |
Quote data
| Open: | 1.5000 |
|---|---|
| High: | 1.5300 |
| Low: | 1.5000 |
| Previous Close: | 1.5200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +10.07% | ||
| 3 Months | -57.62% | ||
| YTD | -7.83% | ||
| 1 Year | +194.23% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.5300 | 1.3900 |
| 6M High / 6M Low: | 4.5400 | 1.3300 |
| High (YTD): | 2024-03-12 | 4.5400 |
| Low (YTD): | 2024-01-05 | 1.3300 |
| 52W High: | 2024-03-12 | 4.5400 |
| 52W Low: | 2023-06-23 | 0.3900 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.4800 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.8319 | |
| Avg. volume 6M: | .2857 | |
| Avg. price 1Y: | 1.6725 | |
| Avg. volume 1Y: | .1271 | |
| Volatility 1M: | 97.21% | |
| Volatility 6M: | 143.59% | |
| Volatility 1Y: | 127.93% | |
| Volatility 3Y: | - |
