UC WAR. CALL 06/24 PAH3/ DE000HC3DN03 /
| 2024-05-29 11:40:57 AM | Chg.-0.0600 | Bid1:02:12 PM | Ask1:02:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2100EUR | -22.22% | 0.1900 Bid Size: 350,000 |
0.2000 Ask Size: 350,000 |
PORSCHE AUTOM.HLDG V... | 48.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC3DN0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PORSCHE AUTOM.HLDG VZO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 48.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-24 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.26 |
|---|---|
| Intrinsic value: | 0.23 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.21 |
| Parity: | 0.23 |
| Time value: | 0.04 |
| Break-even: | 50.70 |
| Moneyness: | 1.05 |
| Premium: | 0.01 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.02 |
| Spread %: | 8.00% |
| Delta: | 0.83 |
| Theta: | -0.02 |
| Omega: | 15.45 |
| Rho: | 0.02 |
Quote data
| Open: | 0.2500 |
|---|---|
| High: | 0.2500 |
| Low: | 0.2100 |
| Previous Close: | 0.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +50.00% | ||
|---|---|---|---|
| 1 Month | -27.59% | ||
| 3 Months | -47.50% | ||
| YTD | -30.00% | ||
| 1 Year | -79.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2700 | 0.1100 |
|---|---|---|
| 1M High / 1M Low: | 0.3300 | 0.1100 |
| 6M High / 6M Low: | 0.4900 | 0.1100 |
| High (YTD): | 2024-04-10 | 0.4900 |
| Low (YTD): | 2024-05-23 | 0.1100 |
| 52W High: | 2023-06-14 | 1.2400 |
| 52W Low: | 2024-05-23 | 0.1100 |
| Avg. price 1W: | 0.1780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2314 | |
| Avg. volume 1M: | 100.9524 | |
| Avg. price 6M: | 0.2890 | |
| Avg. volume 6M: | 17.0968 | |
| Avg. price 1Y: | 0.4882 | |
| Avg. volume 1Y: | 11.9219 | |
| Volatility 1M: | 382.36% | |
| Volatility 6M: | 236.77% | |
| Volatility 1Y: | 185.99% | |
| Volatility 3Y: | - |
