UC WAR. CALL 06/24 ORC/ DE000HC54831 /
| 2024-05-10 1:41:36 PM | Chg.- | Bid2:17:49 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.5000EUR | - | 3.4700 Bid Size: 12,000 |
- Ask Size: - |
ORACLE CORP. D... | 80.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC5483 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ORACLE CORP. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-03-17 |
| Last trading day: | 2024-05-13 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.21 |
|---|---|
| Intrinsic value: | 3.18 |
| Implied volatility: | 1.06 |
| Historic volatility: | 0.30 |
| Parity: | 3.18 |
| Time value: | 0.27 |
| Break-even: | 114.50 |
| Moneyness: | 1.40 |
| Premium: | 0.02 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.88 |
| Theta: | -0.11 |
| Omega: | 2.86 |
| Rho: | 0.06 |
Quote data
| Open: | 3.4600 |
|---|---|
| High: | 3.5000 |
| Low: | 3.4500 |
| Previous Close: | 3.4600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.85% | ||
|---|---|---|---|
| 1 Month | -8.14% | ||
| 3 Months | +9.72% | ||
| YTD | +35.14% | ||
| 1 Year | +56.95% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.5300 | 3.4600 |
|---|---|---|
| 1M High / 1M Low: | 3.9400 | 3.2400 |
| 6M High / 6M Low: | 4.6100 | 2.1300 |
| High (YTD): | 2024-03-21 | 4.6100 |
| Low (YTD): | 2024-01-05 | 2.2900 |
| 52W High: | 2023-09-11 | 4.6600 |
| 52W Low: | 2023-12-14 | 2.1300 |
| Avg. price 1W: | 3.4967 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.4768 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.3390 | |
| Avg. volume 6M: | 5.2459 | |
| Avg. price 1Y: | 3.3804 | |
| Avg. volume 1Y: | 16.2362 | |
| Volatility 1M: | 65.10% | |
| Volatility 6M: | 96.47% | |
| Volatility 1Y: | 92.60% | |
| Volatility 3Y: | - |
