UC WAR. CALL 01/25 UNP/ DE000HC3HQ22 /
| 2024-06-07 9:40:33 PM | Chg.+0.0800 | Bid9:59:44 PM | Ask9:59:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.4700EUR | +2.36% | 3.4000 Bid Size: 8,000 |
3.4100 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: | 6.19 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.07 |
|---|---|
| Intrinsic value: | 1.11 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.18 |
| Parity: | 1.11 |
| Time value: | 2.30 |
| Break-even: | 234.10 |
| Moneyness: | 1.06 |
| Premium: | 0.11 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.01 |
| Spread %: | 0.29% |
| Delta: | 0.65 |
| Theta: | -0.07 |
| Omega: | 4.05 |
| Rho: | 0.63 |
Quote data
| Open: | 3.3900 |
|---|---|
| High: | 3.5300 |
| Low: | 3.3700 |
| Previous Close: | 3.3900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.41% | ||
|---|---|---|---|
| 1 Month | -30.18% | ||
| 3 Months | -36.91% | ||
| YTD | -34.28% | ||
| 1 Year | +29.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.4700 | 3.3600 |
|---|---|---|
| 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: | 2023-10-27 | 2.6100 |
| Avg. price 1W: | 3.4040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.0200 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.7995 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 4.0915 | |
| Avg. volume 1Y: | .4314 | |
| Volatility 1M: | 65.24% | |
| Volatility 6M: | 67.40% | |
| Volatility 1Y: | 78.91% | |
| Volatility 3Y: | - |
