UC WAR. CALL 01/25 NCB/ DE000HC3LK63 /
| 2024-12-20 9:41:31 PM | Chg.+0.0300 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4500EUR | +7.14% | 0.4400 Bid Size: 60,000 |
0.4500 Ask Size: 60,000 |
BANK AMERICA DL... | 40.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC3LK6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BANK AMERICA DL 0,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-01-27 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.41 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.26 |
|---|---|
| Intrinsic value: | 0.24 |
| Implied volatility: | 0.73 |
| Historic volatility: | 0.21 |
| Parity: | 0.24 |
| Time value: | 0.21 |
| Break-even: | 44.50 |
| Moneyness: | 1.06 |
| Premium: | 0.05 |
| Premium p.a.: | 1.06 |
| Spread abs.: | 0.01 |
| Spread %: | 2.27% |
| Delta: | 0.66 |
| Theta: | -0.06 |
| Omega: | 6.18 |
| Rho: | 0.02 |
Quote data
| Open: | 0.3800 |
|---|---|
| High: | 0.4500 |
| Low: | 0.3700 |
| Previous Close: | 0.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -22.41% | ||
|---|---|---|---|
| 1 Month | -35.71% | ||
| 3 Months | +73.08% | ||
| YTD | +150.00% | ||
| 1 Year | +164.71% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5500 | 0.4100 |
|---|---|---|
| 1M High / 1M Low: | 0.7800 | 0.4100 |
| 6M High / 6M Low: | 0.7800 | 0.1700 |
| High (YTD): | 2024-11-28 | 0.7800 |
| Low (YTD): | 2024-01-18 | 0.1000 |
| 52W High: | 2024-11-28 | 0.7800 |
| 52W Low: | 2024-01-18 | 0.1000 |
| Avg. price 1W: | 0.4680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6310 | |
| Avg. volume 1M: | 4.7619 | |
| Avg. price 6M: | 0.3715 | |
| Avg. volume 6M: | 6.1538 | |
| Avg. price 1Y: | 0.2918 | |
| Avg. volume 1Y: | 5.0980 | |
| Volatility 1M: | 109.90% | |
| Volatility 6M: | 205.58% | |
| Volatility 1Y: | 170.71% | |
| Volatility 3Y: | - |
