UniCredit Call 1000 1YD 15.01.2025
/ DE000HC3LJ82
UniCredit Call 1000 1YD 15.01.202.../ DE000HC3LJ82 /
2024-05-24 8:31:34 PM |
Chg.+1.55 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
40.96EUR |
+3.93% |
- Bid Size: - |
- Ask Size: - |
BROADCOM INC. DL... |
1,000.00 - |
2025-01-15 |
Call |
Master data
WKN: |
HC3LJ8 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BROADCOM INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,000.00 - |
Maturity: |
2025-01-15 |
Issue date: |
2023-01-27 |
Last trading day: |
2025-01-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
34.30 |
Intrinsic value: |
29.79 |
Implied volatility: |
0.59 |
Historic volatility: |
0.33 |
Parity: |
29.79 |
Time value: |
11.29 |
Break-even: |
1,410.80 |
Moneyness: |
1.30 |
Premium: |
0.09 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.16 |
Spread %: |
0.39% |
Delta: |
0.80 |
Theta: |
-0.43 |
Omega: |
2.52 |
Rho: |
4.03 |
Quote data
Open: |
39.42 |
High: |
40.96 |
Low: |
39.42 |
Previous Close: |
39.41 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.52% |
1 Month |
|
|
+9.64% |
3 Months |
|
|
+17.26% |
YTD |
|
|
+92.57% |
1 Year |
|
|
+886.99% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
41.20 |
39.24 |
1M High / 1M Low: |
42.77 |
28.11 |
6M High / 6M Low: |
43.23 |
9.38 |
High (YTD): |
2024-03-04 |
43.23 |
Low (YTD): |
2024-01-05 |
16.42 |
52W High: |
2024-03-04 |
43.23 |
52W Low: |
2023-05-26 |
4.15 |
Avg. price 1W: |
|
40.39 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
36.88 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
28.87 |
Avg. volume 6M: |
|
2.22 |
Avg. price 1Y: |
|
18.99 |
Avg. volume 1Y: |
|
1.08 |
Volatility 1M: |
|
114.52% |
Volatility 6M: |
|
145.40% |
Volatility 1Y: |
|
162.00% |
Volatility 3Y: |
|
- |