UC WAR. CALL 06/24 AP2/ DE000HC3LHN7 /
| 2024-05-02 9:42:02 PM | Chg.-0.2400 | Bid9:59:47 PM | Ask9:59:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1600EUR | -10.00% | 2.1600 Bid Size: 15,000 |
2.1700 Ask Size: 15,000 |
Applied Materials In... | 180.00 USD | 2024-06-19 | Call |
Master data
| WKN: | HC3LHN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Applied Materials Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 USD |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-27 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.67 |
|---|---|
| Intrinsic value: | 1.31 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.31 |
| Parity: | 1.31 |
| Time value: | 0.97 |
| Break-even: | 190.76 |
| Moneyness: | 1.08 |
| Premium: | 0.05 |
| Premium p.a.: | 0.49 |
| Spread abs.: | 0.02 |
| Spread %: | 0.89% |
| Delta: | 0.68 |
| Theta: | -0.15 |
| Omega: | 5.44 |
| Rho: | 0.13 |
Quote data
| Open: | 2.0400 |
|---|---|
| High: | 2.1900 |
| Low: | 1.9300 |
| Previous Close: | 2.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -26.78% | ||
| 3 Months | +116.00% | ||
| YTD | +134.78% | ||
| 1 Year | +468.42% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.6300 | 2.1600 |
|---|---|---|
| 1M High / 1M Low: | 3.4900 | 1.6900 |
| 6M High / 6M Low: | 3.6500 | 0.4500 |
| High (YTD): | 2024-03-07 | 3.6500 |
| Low (YTD): | 2024-01-10 | 0.4500 |
| 52W High: | 2024-03-07 | 3.6500 |
| 52W Low: | 2023-05-04 | 0.3700 |
| Avg. price 1W: | 2.4500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.6576 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6395 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.2011 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 191.65% | |
| Volatility 6M: | 234.44% | |
| Volatility 1Y: | 205.71% | |
| Volatility 3Y: | - |
