UC WAR. CALL 06/24 M4I/ DE000HC3J2Q5 /
2024-05-13 11:40:09 AM | Chg.- | Bid1:04:37 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.640EUR | - | 5.640 Bid Size: 4,000 |
- Ask Size: - |
MASTERCARD INC.A DL-... | 400.00 - | 2024-06-19 | Call |
Master data
WKN: | HC3J2Q |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | MASTERCARD INC.A DL-,0001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 400.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-01-26 |
Last trading day: | 2024-05-13 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.43 |
Leverage: | Yes |
Calculated values
Fair value: | 1.77 |
---|---|
Intrinsic value: | 1.73 |
Implied volatility: | 1.84 |
Historic volatility: | 0.14 |
Parity: | 1.73 |
Time value: | 3.89 |
Break-even: | 456.20 |
Moneyness: | 1.04 |
Premium: | 0.09 |
Premium p.a.: | 36.17 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | 0.62 |
Theta: | -2.58 |
Omega: | 4.57 |
Rho: | 0.05 |
Quote data
Open: | 5.550 |
---|---|
High: | 5.640 |
Low: | 5.550 |
Previous Close: | 5.500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +2.55% | ||
3 Months | -20.90% | ||
YTD | +33.97% | ||
1 Year | +93.15% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 5.640 | 5.500 |
6M High / 6M Low: | 8.730 | 3.670 |
High (YTD): | 2024-03-21 | 8.730 |
Low (YTD): | 2024-01-05 | 3.670 |
52W High: | 2024-03-21 | 8.730 |
52W Low: | 2023-10-27 | 1.860 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 5.570 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 5.999 | |
Avg. volume 6M: | 1.200 | |
Avg. price 1Y: | 4.704 | |
Avg. volume 1Y: | 1.072 | |
Volatility 1M: | - | |
Volatility 6M: | 95.62% | |
Volatility 1Y: | 91.47% | |
Volatility 3Y: | - |