UC WAR. CALL 05/24 MOR/ DE000HC3DLJ4 /
| 2024-05-22 9:47:03 PM | Chg.- | Bid9:59:03 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.4900EUR | - | 4.2800 Bid Size: 2,000 |
- Ask Size: - |
MORPHOSYS AG O.N. | 20.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC3DLJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MORPHOSYS AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-24 |
| Last trading day: | 2024-05-22 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 1.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.69 |
|---|---|
| Intrinsic value: | 4.69 |
| Implied volatility: | 3.74 |
| Historic volatility: | 0.79 |
| Parity: | 4.69 |
| Time value: | 0.03 |
| Break-even: | 67.20 |
| Moneyness: | 3.35 |
| Premium: | 0.00 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.44 |
| Spread %: | 10.28% |
| Delta: | 0.99 |
| Theta: | -0.07 |
| Omega: | 1.40 |
| Rho: | 0.01 |
Quote data
| Open: | 4.3000 |
|---|---|
| High: | 4.7200 |
| Low: | 4.3000 |
| Previous Close: | 4.5000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +2.51% | ||
| 3 Months | +5.40% | ||
| YTD | +168.86% | ||
| 1 Year | +277.31% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 4.6800 | 4.3800 |
| 6M High / 6M Low: | 4.6800 | 1.3400 |
| High (YTD): | 2024-05-16 | 4.6800 |
| Low (YTD): | 2024-01-12 | 1.3400 |
| 52W High: | 2024-05-16 | 4.6800 |
| 52W Low: | 2023-11-22 | 0.3700 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 4.4900 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.4635 | |
| Avg. volume 6M: | 26.7857 | |
| Avg. price 1Y: | 2.2360 | |
| Avg. volume 1Y: | 162.8560 | |
| Volatility 1M: | 34.88% | |
| Volatility 6M: | 162.62% | |
| Volatility 1Y: | 156.57% | |
| Volatility 3Y: | - |
