UC WAR. CALL 01/25 NCB/ DE000HC3LK63 /
12/20/2024 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 - | 1/15/2025 | 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: | 1/15/2025 |
Issue date: | 1/27/2023 |
Last trading day: | 1/14/2025 |
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): | 11/28/2024 | 0.7800 |
Low (YTD): | 1/18/2024 | 0.1000 |
52W High: | 11/28/2024 | 0.7800 |
52W Low: | 1/18/2024 | 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: | - |