UC WAR. CALL 06/24 MTE/ DE000HC3J6R4 /
| 2024-05-31 9:42:10 PM | Chg.-0.2500 | Bid9:59:45 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2000EUR | -10.20% | 2.3400 Bid Size: 20,000 |
- Ask Size: - |
MICRON TECHN. INC. D... | 100.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC3J6R |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MICRON TECHN. INC. DL-,10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-26 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.55 |
|---|---|
| Intrinsic value: | 1.52 |
| Implied volatility: | 1.19 |
| Historic volatility: | 0.33 |
| Parity: | 1.52 |
| Time value: | 0.54 |
| Break-even: | 120.60 |
| Moneyness: | 1.15 |
| Premium: | 0.05 |
| Premium p.a.: | 1.52 |
| Spread abs.: | -0.28 |
| Spread %: | -11.97% |
| Delta: | 0.75 |
| Theta: | -0.27 |
| Omega: | 4.20 |
| Rho: | 0.03 |
Quote data
| Open: | 2.2800 |
|---|---|
| High: | 2.4800 |
| Low: | 2.0400 |
| Previous Close: | 2.4500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -18.82% | ||
|---|---|---|---|
| 1 Month | +40.13% | ||
| 3 Months | +223.53% | ||
| YTD | +478.95% | ||
| 1 Year | +478.95% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.0000 | 2.2000 |
|---|---|---|
| 1M High / 1M Low: | 3.0000 | 1.3900 |
| 6M High / 6M Low: | 3.0000 | 0.1400 |
| High (YTD): | 2024-05-29 | 3.0000 |
| Low (YTD): | 2024-02-19 | 0.1700 |
| 52W High: | 2024-05-29 | 3.0000 |
| 52W Low: | 2023-10-26 | 0.1000 |
| Avg. price 1W: | 2.6900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3327 | |
| Avg. volume 1M: | 454.5455 | |
| Avg. price 6M: | 1.0442 | |
| Avg. volume 6M: | 160 | |
| Avg. price 1Y: | 0.6221 | |
| Avg. volume 1Y: | 78.1250 | |
| Volatility 1M: | 167.73% | |
| Volatility 6M: | 297.98% | |
| Volatility 1Y: | 240.52% | |
| Volatility 3Y: | - |
