UC WAR. CALL 06/24 CTO/ DE000HC3SJ36 /
| 2024-05-03 3:40:25 PM | Chg.+0.050 | Bid5:09:29 PM | Ask5:09:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 9.940EUR | +0.51% | 10.080 Bid Size: 2,000 |
10.100 Ask Size: 2,000 |
Costco Wholesale Cor... | 635.5472 USD | 2024-06-19 | Call |
Master data
| WKN: | HC3SJ3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Costco Wholesale Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 635.55 USD |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-02-03 |
| Last trading day: | 2024-06-18 |
| Ratio: | 9.78:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 9.55 |
|---|---|
| Intrinsic value: | 9.24 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.16 |
| Parity: | 9.24 |
| Time value: | 0.58 |
| Break-even: | 688.31 |
| Moneyness: | 1.15 |
| Premium: | 0.01 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.02 |
| Spread %: | 0.20% |
| Delta: | 0.92 |
| Theta: | -0.17 |
| Omega: | 6.55 |
| Rho: | 0.69 |
Quote data
| Open: | 9.900 |
|---|---|
| High: | 9.940 |
| Low: | 9.770 |
| Previous Close: | 9.890 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.54% | ||
|---|---|---|---|
| 1 Month | +30.10% | ||
| 3 Months | +5.74% | ||
| YTD | +66.78% | ||
| 1 Year | +721.49% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 9.890 | 8.940 |
|---|---|---|
| 1M High / 1M Low: | 10.040 | 7.640 |
| 6M High / 6M Low: | 15.290 | 1.300 |
| High (YTD): | 2024-03-07 | 15.290 |
| Low (YTD): | 2024-01-03 | 4.900 |
| 52W High: | 2024-03-07 | 15.290 |
| 52W Low: | 2023-05-24 | 0.930 |
| Avg. price 1W: | 9.390 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 8.775 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.189 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.244 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 93.19% | |
| Volatility 6M: | 148.06% | |
| Volatility 1Y: | 136.47% | |
| Volatility 3Y: | - |
