UC WAR. CALL 01/25 CSA/ DE000HC3LH27 /
| 2024-05-22 3:41:18 PM | Chg.+0.0300 | Bid5:26:00 PM | Ask5:26:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0600EUR | +2.91% | 1.1100 Bid Size: 15,000 |
1.1300 Ask Size: 15,000 |
Accenture PLC | 350.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC3LH2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Accenture PLC |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 350.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-01-27 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 27.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.22 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.19 |
| Parity: | -7.03 |
| Time value: | 1.02 |
| Break-even: | 360.20 |
| Moneyness: | 0.80 |
| Premium: | 0.29 |
| Premium p.a.: | 0.47 |
| Spread abs.: | 0.02 |
| Spread %: | 2.00% |
| Delta: | 0.26 |
| Theta: | -0.06 |
| Omega: | 7.19 |
| Rho: | 0.41 |
Quote data
| Open: | 1.0300 |
|---|---|
| High: | 1.0600 |
| Low: | 1.0100 |
| Previous Close: | 1.0300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.19% | ||
|---|---|---|---|
| 1 Month | -39.77% | ||
| 3 Months | -78.37% | ||
| YTD | -71.88% | ||
| 1 Year | -50.93% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1800 | 1.0200 |
|---|---|---|
| 1M High / 1M Low: | 1.7600 | 1.0200 |
| 6M High / 6M Low: | 5.8900 | 1.0200 |
| High (YTD): | 2024-03-07 | 5.8900 |
| Low (YTD): | 2024-05-17 | 1.0200 |
| 52W High: | 2024-03-07 | 5.8900 |
| 52W Low: | 2024-05-17 | 1.0200 |
| Avg. price 1W: | 1.0880 | |
| Avg. volume 1W: | 18.4000 | |
| Avg. price 1M: | 1.2495 | |
| Avg. volume 1M: | 4.3810 | |
| Avg. price 6M: | 3.4431 | |
| Avg. volume 6M: | 5.3387 | |
| Avg. price 1Y: | 3.1318 | |
| Avg. volume 1Y: | 2.9766 | |
| Volatility 1M: | 124.46% | |
| Volatility 6M: | 116.77% | |
| Volatility 1Y: | 109.86% | |
| Volatility 3Y: | - |
