UC WAR. CALL 01/25 NCB/ DE000HC3SHK8 /
| 2024-12-20 9:40:46 PM | Chg.+0.0110 | Bid9:51:00 PM | Ask9:51:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1100EUR | +11.11% | 0.1000 Bid Size: 125,000 |
0.1100 Ask Size: 125,000 |
BANK AMERICA DL... | 45.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC3SHK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BANK AMERICA DL 0,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-02-03 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 38.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.21 |
| Parity: | -0.26 |
| Time value: | 0.11 |
| Break-even: | 46.10 |
| Moneyness: | 0.94 |
| Premium: | 0.09 |
| Premium p.a.: | 2.45 |
| Spread abs.: | 0.01 |
| Spread %: | 10.00% |
| Delta: | 0.34 |
| Theta: | -0.04 |
| Omega: | 13.05 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0790 |
|---|---|
| High: | 0.1100 |
| Low: | 0.0750 |
| Previous Close: | 0.0990 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -42.11% | ||
|---|---|---|---|
| 1 Month | -63.33% | ||
| 3 Months | +41.03% | ||
| YTD | +30.95% | ||
| 1 Year | +37.50% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1700 | 0.0990 |
|---|---|---|
| 1M High / 1M Low: | 0.3500 | 0.0990 |
| 6M High / 6M Low: | 0.3500 | 0.0480 |
| High (YTD): | 2024-11-28 | 0.3500 |
| Low (YTD): | 2024-01-18 | 0.0460 |
| 52W High: | 2024-11-28 | 0.3500 |
| 52W Low: | 2024-01-18 | 0.0460 |
| Avg. price 1W: | 0.1256 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2380 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1369 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.1146 | |
| Avg. volume 1Y: | 433.3020 | |
| Volatility 1M: | 188.89% | |
| Volatility 6M: | 338.92% | |
| Volatility 1Y: | 262.53% | |
| Volatility 3Y: | - |
