UC WAR. CALL 01/25 MDO/ DE000HC3J3Z4 /
| 17/09/2024 17:40:32 | Chg.-0.1800 | Bid17/09/2024 | Ask17/09/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.3400EUR | -3.98% | 4.3300 Bid Size: 12,000 |
4.3400 Ask Size: 12,000 |
MCDONALDS CORP. DL... | 250.00 - | 15/01/2025 | Call |
Master data
| WKN: | HC3J3Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MCDONALDS CORP. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 26/01/2023 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.18 |
|---|---|
| Intrinsic value: | 1.66 |
| Implied volatility: | 0.60 |
| Historic volatility: | 0.15 |
| Parity: | 1.66 |
| Time value: | 2.92 |
| Break-even: | 295.80 |
| Moneyness: | 1.07 |
| Premium: | 0.11 |
| Premium p.a.: | 0.37 |
| Spread abs.: | 0.01 |
| Spread %: | 0.22% |
| Delta: | 0.65 |
| Theta: | -0.15 |
| Omega: | 3.80 |
| Rho: | 0.42 |
Quote data
| Open: | 4.5200 |
|---|---|
| High: | 4.5400 |
| Low: | 4.3400 |
| Previous Close: | 4.5200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.84% | ||
|---|---|---|---|
| 1 Month | +37.78% | ||
| 3 Months | +149.43% | ||
| YTD | -17.80% | ||
| 1 Year | -6.47% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.5200 | 4.0500 |
|---|---|---|
| 1M High / 1M Low: | 4.5200 | 3.6100 |
| 6M High / 6M Low: | 4.5200 | 1.2900 |
| High (YTD): | 19/01/2024 | 5.6900 |
| Low (YTD): | 09/07/2024 | 1.2900 |
| 52W High: | 19/01/2024 | 5.6900 |
| 52W Low: | 09/07/2024 | 1.2900 |
| Avg. price 1W: | 4.3100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.9529 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.7341 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.5495 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 62.50% | |
| Volatility 6M: | 130.24% | |
| Volatility 1Y: | 105.90% | |
| Volatility 3Y: | - |
