UC WAR. CALL 12/24 UNP/ DE000HC3Q802 /
| 2024-06-07 9:40:37 PM | Chg.+0.0500 | Bid9:59:43 PM | Ask9:59:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0300EUR | +2.53% | 1.9800 Bid Size: 10,000 |
1.9900 Ask Size: 10,000 |
UNION PAC. DL... | 220.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC3Q80 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | UNION PAC. DL 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-01-31 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.61 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.89 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.18 |
| Parity: | -0.89 |
| Time value: | 1.99 |
| Break-even: | 239.90 |
| Moneyness: | 0.96 |
| Premium: | 0.14 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.01 |
| Spread %: | 0.51% |
| Delta: | 0.52 |
| Theta: | -0.07 |
| Omega: | 5.50 |
| Rho: | 0.47 |
Quote data
| Open: | 1.9800 |
|---|---|
| High: | 2.0900 |
| Low: | 1.9800 |
| Previous Close: | 1.9800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.45% | ||
|---|---|---|---|
| 1 Month | -39.40% | ||
| 3 Months | -49.00% | ||
| YTD | -47.81% | ||
| 1 Year | +10.93% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0300 | 1.9700 |
|---|---|---|
| 1M High / 1M Low: | 3.4200 | 1.9100 |
| 6M High / 6M Low: | 4.5000 | 1.9100 |
| High (YTD): | 2024-02-23 | 4.5000 |
| Low (YTD): | 2024-05-29 | 1.9100 |
| 52W High: | 2024-02-23 | 4.5000 |
| 52W Low: | 2023-10-27 | 1.6700 |
| Avg. price 1W: | 1.9960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.5717 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.3304 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.8134 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 85.67% | |
| Volatility 6M: | 88.41% | |
| Volatility 1Y: | 100.71% | |
| Volatility 3Y: | - |
