UniCredit Call 48 PAH3 19.06.2024/  DE000HC3DN03  /

EUWAX
2024-06-10  8:09:14 PM Chg.0.000 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.160EUR 0.00% -
Bid Size: -
-
Ask Size: -
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: 26.02
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.14
Implied volatility: 0.32
Historic volatility: 0.20
Parity: 0.14
Time value: 0.05
Break-even: 49.90
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.46
Spread abs.: 0.03
Spread %: 18.75%
Delta: 0.73
Theta: -0.05
Omega: 19.11
Rho: 0.01
 

Quote data

Open: 0.130
High: 0.160
Low: 0.100
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -30.43%
3 Months
  -30.43%
YTD
  -46.67%
1 Year
  -85.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.160
1M High / 1M Low: 0.320 0.100
6M High / 6M Low: 0.480 0.100
High (YTD): 2024-04-10 0.480
Low (YTD): 2024-05-23 0.100
52W High: 2023-06-14 1.230
52W Low: 2024-05-23 0.100
Avg. price 1W:   0.202
Avg. volume 1W:   0.000
Avg. price 1M:   0.218
Avg. volume 1M:   0.000
Avg. price 6M:   0.275
Avg. volume 6M:   0.000
Avg. price 1Y:   0.448
Avg. volume 1Y:   0.000
Volatility 1M:   394.43%
Volatility 6M:   247.13%
Volatility 1Y:   193.24%
Volatility 3Y:   -