UC WAR. CALL 06/24 ABL/ DE000HC49A93 /
| 2024-04-08 11:11:04 AM | Chg.- | Bid2024-04-08 | Ask2024-04-08 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4800EUR | - | 0.4800 Bid Size: 12,000 |
- Ask Size: 8,000 |
ABBOTT LABS | 110.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC49A9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABBOTT LABS |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-02-20 |
| Last trading day: | 2024-04-08 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 18.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.66 |
| Historic volatility: | 0.16 |
| Parity: | -1.13 |
| Time value: | 0.53 |
| Break-even: | 115.30 |
| Moneyness: | 0.90 |
| Premium: | 0.17 |
| Premium p.a.: | 2.34 |
| Spread abs.: | 0.06 |
| Spread %: | 12.77% |
| Delta: | 0.37 |
| Theta: | -0.10 |
| Omega: | 6.97 |
| Rho: | 0.04 |
Quote data
| Open: | 0.5000 |
|---|---|
| High: | 0.5000 |
| Low: | 0.4800 |
| Previous Close: | 0.5000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -9.43% | ||
| 3 Months | -36.00% | ||
| YTD | -31.43% | ||
| 1 Year | -63.36% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.5300 | 0.4600 |
| 6M High / 6M Low: | 1.2500 | 0.2100 |
| High (YTD): | 2024-03-08 | 1.2500 |
| Low (YTD): | 2024-04-04 | 0.4600 |
| 52W High: | 2023-05-03 | 1.3100 |
| 52W Low: | 2023-11-09 | 0.2100 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.4925 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6939 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.7136 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 173.89% | |
| Volatility 6M: | 140.21% | |
| Volatility 1Y: | 133.20% | |
| Volatility 3Y: | - |
