UC WAR. CALL 12/24 AP2/ DE000HC7N0Y3 /
| 2024-06-03 11:40:49 AM | Chg.+0.0300 | Bid2024-06-03 | Ask2024-06-03 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9600EUR | +3.23% | 0.9600 Bid Size: 15,000 |
1.0200 Ask Size: 15,000 |
APPLIED MATERIALS IN... | 260.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7N0Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | APPLIED MATERIALS INC. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 260.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 20.22 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.31 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.30 |
| Parity: | -6.18 |
| Time value: | 0.98 |
| Break-even: | 269.80 |
| Moneyness: | 0.76 |
| Premium: | 0.36 |
| Premium p.a.: | 0.77 |
| Spread abs.: | 0.02 |
| Spread %: | 2.08% |
| Delta: | 0.28 |
| Theta: | -0.06 |
| Omega: | 5.67 |
| Rho: | 0.25 |
Quote data
| Open: | 0.9400 |
|---|---|
| High: | 0.9600 |
| Low: | 0.9400 |
| Previous Close: | 0.9300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -18.64% | ||
|---|---|---|---|
| 1 Month | +1.05% | ||
| 3 Months | -30.43% | ||
| YTD | +209.68% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1800 | 0.9300 |
|---|---|---|
| 1M High / 1M Low: | 1.1900 | 0.9200 |
| 6M High / 6M Low: | 1.5700 | 0.1700 |
| High (YTD): | 2024-03-07 | 1.5700 |
| Low (YTD): | 2024-01-15 | 0.1700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0557 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7716 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 151.64% | |
| Volatility 6M: | 217.23% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
