UC WAR. CALL 06/24 MTE/ DE000HC3Z5U0 /
| 2024-05-31 9:40:05 PM | Chg.-0.2900 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3000EUR | -18.24% | 1.4700 Bid Size: 20,000 |
1.4800 Ask Size: 20,000 |
MICRON TECHN. INC. D... | 110.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC3Z5U |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MICRON TECHN. INC. DL-,10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-02-09 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.67 |
|---|---|
| Intrinsic value: | 0.52 |
| Implied volatility: | 1.19 |
| Historic volatility: | 0.33 |
| Parity: | 0.52 |
| Time value: | 0.95 |
| Break-even: | 124.70 |
| Moneyness: | 1.05 |
| Premium: | 0.08 |
| Premium p.a.: | 3.97 |
| Spread abs.: | 0.01 |
| Spread %: | 0.68% |
| Delta: | 0.62 |
| Theta: | -0.33 |
| Omega: | 4.89 |
| Rho: | 0.03 |
Quote data
| Open: | 1.4900 |
|---|---|
| High: | 1.6400 |
| Low: | 1.2000 |
| Previous Close: | 1.5900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -29.73% | ||
|---|---|---|---|
| 1 Month | +39.78% | ||
| 3 Months | +225.00% | ||
| YTD | +550.00% | ||
| 1 Year | +420.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1100 | 1.3000 |
|---|---|---|
| 1M High / 1M Low: | 2.1100 | 0.7800 |
| 6M High / 6M Low: | 2.1100 | 0.0640 |
| High (YTD): | 2024-05-28 | 2.1100 |
| Low (YTD): | 2024-02-21 | 0.0860 |
| 52W High: | 2024-05-28 | 2.1100 |
| 52W Low: | 2023-10-26 | 0.0550 |
| Avg. price 1W: | 1.8000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5205 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6581 | |
| Avg. volume 6M: | 51.4560 | |
| Avg. price 1Y: | 0.3912 | |
| Avg. volume 1Y: | 25.1250 | |
| Volatility 1M: | 231.73% | |
| Volatility 6M: | 353.55% | |
| Volatility 1Y: | 284.94% | |
| Volatility 3Y: | - |
