UC WAR. CALL 06/24 MTE/ DE000HC3J6S2 /
| 2024-06-05 11:40:26 AM | Chg.- | Bid1:24:08 PM | Ask2024-06-05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9000EUR | - | 0.9000 Bid Size: 15,000 |
- Ask Size: 12,000 |
MICRON TECHN. INC. D... | 120.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC3J6S |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MICRON TECHN. INC. DL-,10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-26 |
| Last trading day: | 2024-06-05 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 13.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.35 |
|---|---|
| Intrinsic value: | 0.12 |
| Implied volatility: | 1.02 |
| Historic volatility: | 0.33 |
| Parity: | 0.12 |
| Time value: | 0.80 |
| Break-even: | 129.20 |
| Moneyness: | 1.01 |
| Premium: | 0.07 |
| Premium p.a.: | 7.29 |
| Spread abs.: | -0.36 |
| Spread %: | -28.13% |
| Delta: | 0.56 |
| Theta: | -0.39 |
| Omega: | 7.38 |
| Rho: | 0.02 |
Quote data
| Open: | 0.7900 |
|---|---|
| High: | 0.9000 |
| Low: | 0.7900 |
| Previous Close: | 0.7400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +47.54% | ||
|---|---|---|---|
| 1 Month | +47.54% | ||
| 3 Months | +164.71% | ||
| YTD | +718.18% | ||
| 1 Year | +650.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9000 | 0.7400 |
|---|---|---|
| 1M High / 1M Low: | 1.3000 | 0.5500 |
| 6M High / 6M Low: | 1.3600 | 0.0260 |
| High (YTD): | 2024-04-03 | 1.3600 |
| Low (YTD): | 2024-02-19 | 0.0260 |
| 52W High: | 2024-04-03 | 1.3600 |
| 52W Low: | 2024-02-19 | 0.0260 |
| Avg. price 1W: | 0.8233 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9057 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4089 | |
| Avg. volume 6M: | 70.7317 | |
| Avg. price 1Y: | 0.2397 | |
| Avg. volume 1Y: | 34.2520 | |
| Volatility 1M: | 303.74% | |
| Volatility 6M: | 435.18% | |
| Volatility 1Y: | 343.42% | |
| Volatility 3Y: | - |
