UC WAR. CALL 06/24 MTE/ DE000HC3J6R4 /
| 2024-05-06 3:41:12 PM | Chg.+0.3000 | Bid4:29:23 PM | Ask4:29:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8700EUR | +19.11% | 1.9900 Bid Size: 20,000 |
2.0000 Ask Size: 20,000 |
Micron Technology In... | 100.00 USD | 2024-06-19 | Call |
Master data
| WKN: | HC3J6R |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Micron Technology Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 USD |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-26 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.71 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.48 |
|---|---|
| Intrinsic value: | 1.37 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.34 |
| Parity: | 1.37 |
| Time value: | 0.22 |
| Break-even: | 108.85 |
| Moneyness: | 1.15 |
| Premium: | 0.02 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.01 |
| Spread %: | 0.63% |
| Delta: | 0.83 |
| Theta: | -0.06 |
| Omega: | 5.53 |
| Rho: | 0.09 |
Quote data
| Open: | 1.6800 |
|---|---|
| High: | 1.8700 |
| Low: | 1.6800 |
| Previous Close: | 1.5700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +18.35% | ||
|---|---|---|---|
| 1 Month | -21.76% | ||
| 3 Months | +619.23% | ||
| YTD | +392.11% | ||
| 1 Year | +790.48% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.5800 | 1.3900 |
|---|---|---|
| 1M High / 1M Low: | 2.7100 | 1.1000 |
| 6M High / 6M Low: | 2.7300 | 0.1400 |
| High (YTD): | 2024-04-03 | 2.7300 |
| Low (YTD): | 2024-02-19 | 0.1700 |
| 52W High: | 2024-04-03 | 2.7300 |
| 52W Low: | 2023-10-26 | 0.1000 |
| Avg. price 1W: | 1.5275 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.7958 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6951 | |
| Avg. volume 6M: | 80.6452 | |
| Avg. price 1Y: | 0.4591 | |
| Avg. volume 1Y: | 39.3701 | |
| Volatility 1M: | 207.50% | |
| Volatility 6M: | 299.32% | |
| Volatility 1Y: | 247.61% | |
| Volatility 3Y: | - |
