UC WAR. CALL 06/24 CMC/ DE000HC9YX75 /
| 2024-05-06 5:41:50 PM | Chg.-0.0300 | Bid6:51:14 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.1000EUR | -0.96% | 3.1300 Bid Size: 8,000 |
- Ask Size: - |
JPMORGAN CHASE ... | 158.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC9YX7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | JPMORGAN CHASE DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 158.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.99 |
|---|---|
| Intrinsic value: | 1.91 |
| Implied volatility: | 0.87 |
| Historic volatility: | 0.15 |
| Parity: | 1.91 |
| Time value: | 1.23 |
| Break-even: | 189.40 |
| Moneyness: | 1.12 |
| Premium: | 0.07 |
| Premium p.a.: | 0.75 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.71 |
| Theta: | -0.22 |
| Omega: | 3.99 |
| Rho: | 0.11 |
Quote data
| Open: | 3.1000 |
|---|---|
| High: | 3.2100 |
| Low: | 3.1000 |
| Previous Close: | 3.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.55% | ||
|---|---|---|---|
| 1 Month | -19.27% | ||
| 3 Months | +56.57% | ||
| YTD | +82.35% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 3.3900 | 3.1300 |
|---|---|---|
| 1M High / 1M Low: | 3.8900 | 2.3200 |
| 6M High / 6M Low: | 4.0300 | 0.5300 |
| High (YTD): | 2024-03-28 | 4.0300 |
| Low (YTD): | 2024-01-18 | 1.4700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.2625 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.1532 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.1467 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 136.08% | |
| Volatility 6M: | 95.13% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
