UC WAR. CALL 01/25 PCE1/ DE000HC35JZ0 /
| 2024-07-26 9:40:48 PM | Chg.+0.0500 | Bid9:59:57 PM | Ask9:59:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.0800EUR | +1.24% | 4.1000 Bid Size: 6,000 |
4.1200 Ask Size: 6,000 |
BOOKING HLDGS DL... | 3,500.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC35JZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BOOKING HLDGS DL-,008 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3,500.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-01-13 |
| Last trading day: | 2025-01-14 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.27 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.23 |
| Parity: | -0.91 |
| Time value: | 4.12 |
| Break-even: | 3,912.00 |
| Moneyness: | 0.97 |
| Premium: | 0.15 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.02 |
| Spread %: | 0.49% |
| Delta: | 0.55 |
| Theta: | -1.38 |
| Omega: | 4.56 |
| Rho: | 6.91 |
Quote data
| Open: | 4.0300 |
|---|---|
| High: | 4.0900 |
| Low: | 4.0300 |
| Previous Close: | 4.0300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -31.20% | ||
|---|---|---|---|
| 1 Month | -34.41% | ||
| 3 Months | +1.49% | ||
| YTD | -20.47% | ||
| 1 Year | +25.54% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.5900 | 4.0300 |
|---|---|---|
| 1M High / 1M Low: | 7.1900 | 4.0300 |
| 6M High / 6M Low: | 7.3100 | 3.4900 |
| High (YTD): | 2024-02-22 | 7.3100 |
| Low (YTD): | 2024-04-19 | 3.4900 |
| 52W High: | 2024-02-22 | 7.3100 |
| 52W Low: | 2023-11-01 | 2.0700 |
| Avg. price 1W: | 4.8500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 5.8076 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 5.0696 | |
| Avg. volume 6M: | 5.4882 | |
| Avg. price 1Y: | 4.4000 | |
| Avg. volume 1Y: | 2.9294 | |
| Volatility 1M: | 122.89% | |
| Volatility 6M: | 116.38% | |
| Volatility 1Y: | 109.33% | |
| Volatility 3Y: | - |
