UC WAR. CALL 01/25 CSA/ DE000HC3LH19 /
| 10/7/2024 9:42:33 AM | Chg.-0.100 | Bid11:31:38 AM | Ask11:31:38 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.900EUR | -1.67% | 5.850 Bid Size: 2,000 |
6.010 Ask Size: 2,000 |
Accenture PLC | 300.00 - | 1/15/2025 | Call |
Master data
| WKN: | HC3LH1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Accenture PLC |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 1/27/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.58 |
|---|---|
| Intrinsic value: | 3.02 |
| Implied volatility: | 0.68 |
| Historic volatility: | 0.20 |
| Parity: | 3.02 |
| Time value: | 3.22 |
| Break-even: | 362.40 |
| Moneyness: | 1.10 |
| Premium: | 0.10 |
| Premium p.a.: | 0.40 |
| Spread abs.: | 0.32 |
| Spread %: | 5.41% |
| Delta: | 0.68 |
| Theta: | -0.22 |
| Omega: | 3.61 |
| Rho: | 0.45 |
Quote data
| Open: | 5.900 |
|---|---|
| High: | 5.900 |
| Low: | 5.900 |
| Previous Close: | 6.000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.23% | ||
|---|---|---|---|
| 1 Month | +29.10% | ||
| 3 Months | +157.64% | ||
| YTD | -12.33% | ||
| 1 Year | +16.83% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.000 | 5.120 |
|---|---|---|
| 1M High / 1M Low: | 6.000 | 4.010 |
| 6M High / 6M Low: | 6.000 | 1.720 |
| High (YTD): | 3/7/2024 | 9.420 |
| Low (YTD): | 5/31/2024 | 1.720 |
| 52W High: | 3/7/2024 | 9.420 |
| 52W Low: | 5/31/2024 | 1.720 |
| Avg. price 1W: | 5.570 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.940 | |
| Avg. volume 1M: | 21.700 | |
| Avg. price 6M: | 3.586 | |
| Avg. volume 6M: | 4.465 | |
| Avg. price 1Y: | 5.022 | |
| Avg. volume 1Y: | 4.315 | |
| Volatility 1M: | 167.83% | |
| Volatility 6M: | 133.56% | |
| Volatility 1Y: | 111.14% | |
| Volatility 3Y: | - |
