UC WAR. CALL 01/25 MDO/ DE000HC3J3Z4 /
2024-09-06 9:41:39 PM | Chg.+0.1600 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.0600EUR | +4.10% | 4.0000 Bid Size: 12,000 |
4.0800 Ask Size: 12,000 |
MCDONALDS CORP. DL... | 250.00 - | 2025-01-15 | Call |
Master data
WKN: | HC3J3Z |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | MCDONALDS CORP. DL-,01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 250.00 - |
Maturity: | 2025-01-15 |
Issue date: | 2023-01-26 |
Last trading day: | 2025-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 6.66 |
Leverage: | Yes |
Calculated values
Fair value: | 1.67 |
---|---|
Intrinsic value: | 0.92 |
Implied volatility: | 0.54 |
Historic volatility: | 0.15 |
Parity: | 0.92 |
Time value: | 2.97 |
Break-even: | 288.90 |
Moneyness: | 1.04 |
Premium: | 0.11 |
Premium p.a.: | 0.35 |
Spread abs.: | 0.01 |
Spread %: | 0.26% |
Delta: | 0.62 |
Theta: | -0.13 |
Omega: | 4.15 |
Rho: | 0.44 |
Quote data
Open: | 3.8500 |
---|---|
High: | 4.2100 |
Low: | 3.8500 |
Previous Close: | 3.9000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +8.27% | ||
---|---|---|---|
1 Month | +48.72% | ||
3 Months | +112.57% | ||
YTD | -23.11% | ||
1 Year | -13.06% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.0600 | 3.6100 |
---|---|---|
1M High / 1M Low: | 4.0600 | 2.4900 |
6M High / 6M Low: | 5.0100 | 1.2900 |
High (YTD): | 2024-01-19 | 5.6900 |
Low (YTD): | 2024-07-09 | 1.2900 |
52W High: | 2024-01-19 | 5.6900 |
52W Low: | 2024-07-09 | 1.2900 |
Avg. price 1W: | 3.8540 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.4343 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.7572 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 3.5660 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 104.35% | |
Volatility 6M: | 131.87% | |
Volatility 1Y: | 105.92% | |
Volatility 3Y: | - |