UC WAR. CALL 01/25 UNP/ DE000HC3HQ22 /
2024-05-31 9:41:20 PM | Chg.+0.2000 | Bid9:59:49 PM | Ask9:59:49 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.6300EUR | +5.83% | 3.8300 Bid Size: 8,000 |
3.8400 Ask Size: 8,000 |
UNION PAC. DL... | 200.00 - | 2025-01-15 | Call |
Master data
WKN: | HC3HQ2 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | UNION PAC. DL 2,50 |
Type: | Warrant |
Option type: | Call |
Strike price: | 200.00 - |
Maturity: | 2025-01-15 |
Issue date: | 2023-01-26 |
Last trading day: | 2025-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 5.60 |
Leverage: | Yes |
Calculated values
Fair value: | 2.37 |
---|---|
Intrinsic value: | 1.46 |
Implied volatility: | 0.43 |
Historic volatility: | 0.18 |
Parity: | 1.46 |
Time value: | 2.37 |
Break-even: | 238.30 |
Moneyness: | 1.07 |
Premium: | 0.11 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.01 |
Spread %: | 0.26% |
Delta: | 0.67 |
Theta: | -0.07 |
Omega: | 3.77 |
Rho: | 0.66 |
Quote data
Open: | 3.4300 |
---|---|
High: | 3.6300 |
Low: | 3.4300 |
Previous Close: | 3.4300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -0.55% | ||
---|---|---|---|
1 Month | -16.55% | ||
3 Months | -36.43% | ||
YTD | -31.25% | ||
1 Year | +42.35% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.6300 | 3.3000 |
---|---|---|
1M High / 1M Low: | 5.0100 | 3.3000 |
6M High / 6M Low: | 6.0800 | 3.3000 |
High (YTD): | 2024-02-23 | 6.0800 |
Low (YTD): | 2024-05-29 | 3.3000 |
52W High: | 2024-02-23 | 6.0800 |
52W Low: | 2023-06-01 | 2.5500 |
Avg. price 1W: | 3.4780 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.2859 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 4.8326 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 4.0721 | |
Avg. volume 1Y: | .4297 | |
Volatility 1M: | 74.83% | |
Volatility 6M: | 66.79% | |
Volatility 1Y: | 79.64% | |
Volatility 3Y: | - |