UC WAR. CALL 01/25 CSA/ DE000HC3LH27 /
| 2024-04-30 9:42:14 PM | Chg.-0.0700 | Bid9:59:50 PM | Ask9:59:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1300EUR | -5.83% | 1.1100 Bid Size: 15,000 |
1.1500 Ask Size: 15,000 |
Accenture PLC | 350.00 USD | 2025-01-15 | Call |
Master data
| WKN: | HC3LH2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Accenture PLC |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 350.00 USD |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-01-27 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 24.53 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.67 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.20 |
| Parity: | -4.60 |
| Time value: | 1.15 |
| Break-even: | 339.64 |
| Moneyness: | 0.86 |
| Premium: | 0.20 |
| Premium p.a.: | 0.30 |
| Spread abs.: | 0.04 |
| Spread %: | 3.60% |
| Delta: | 0.32 |
| Theta: | -0.05 |
| Omega: | 7.91 |
| Rho: | 0.56 |
Quote data
| Open: | 1.2000 |
|---|---|
| High: | 1.2000 |
| Low: | 1.1300 |
| Previous Close: | 1.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -25.17% | ||
|---|---|---|---|
| 1 Month | -62.83% | ||
| 3 Months | -77.03% | ||
| YTD | -70.03% | ||
| 1 Year | -36.52% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.5100 | 1.1300 |
|---|---|---|
| 1M High / 1M Low: | 2.6300 | 1.1300 |
| 6M High / 6M Low: | 5.8900 | 1.1300 |
| High (YTD): | 2024-03-07 | 5.8900 |
| Low (YTD): | 2024-04-30 | 1.1300 |
| 52W High: | 2024-03-07 | 5.8900 |
| 52W Low: | 2024-04-30 | 1.1300 |
| Avg. price 1W: | 1.3180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8710 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.5966 | |
| Avg. volume 6M: | 4.5600 | |
| Avg. price 1Y: | 3.1611 | |
| Avg. volume 1Y: | 2.6172 | |
| Volatility 1M: | 90.98% | |
| Volatility 6M: | 114.26% | |
| Volatility 1Y: | 107.75% | |
| Volatility 3Y: | - |
