UC WAR. CALL 01/25 NCB/ DE000HC3SHK8 /
20/12/2024 21:40:46 | Chg.+0.0110 | Bid21:51:00 | Ask21:51:00 | 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 - | 15/01/2025 | 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: | 15/01/2025 |
Issue date: | 03/02/2023 |
Last trading day: | 14/01/2025 |
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): | 28/11/2024 | 0.3500 |
Low (YTD): | 18/01/2024 | 0.0460 |
52W High: | 28/11/2024 | 0.3500 |
52W Low: | 18/01/2024 | 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: | - |