UC WAR. CALL 01/25 UNH/ DE000HC3W2N5 /
| 2024-08-05 3:40:16 PM | Chg.-0.230 | Bid4:55:34 PM | Ask4:55:34 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 13.280EUR | -1.70% | 12.560 Bid Size: 4,000 |
12.590 Ask Size: 4,000 |
UNITEDHEALTH GROUP D... | 450.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC3W2N |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | UNITEDHEALTH GROUP DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 450.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-02-07 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 9.97 |
|---|---|
| Intrinsic value: | 9.06 |
| Implied volatility: | 0.62 |
| Historic volatility: | 0.20 |
| Parity: | 9.06 |
| Time value: | 4.85 |
| Break-even: | 589.10 |
| Moneyness: | 1.20 |
| Premium: | 0.09 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.22 |
| Spread %: | 1.61% |
| Delta: | 0.75 |
| Theta: | -0.24 |
| Omega: | 2.93 |
| Rho: | 1.20 |
Quote data
| Open: | 12.340 |
|---|---|
| High: | 13.450 |
| Low: | 12.340 |
| Previous Close: | 13.510 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.76% | ||
|---|---|---|---|
| 1 Month | +124.70% | ||
| 3 Months | +103.06% | ||
| YTD | +34.01% | ||
| 1 Year | +41.43% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 13.510 | 11.990 |
|---|---|---|
| 1M High / 1M Low: | 13.510 | 5.910 |
| 6M High / 6M Low: | 13.510 | 3.660 |
| High (YTD): | 2024-08-02 | 13.510 |
| Low (YTD): | 2024-04-12 | 3.660 |
| 52W High: | 2024-08-02 | 13.510 |
| 52W Low: | 2024-04-12 | 3.660 |
| Avg. price 1W: | 12.618 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 10.121 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.424 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 8.819 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 137.08% | |
| Volatility 6M: | 122.15% | |
| Volatility 1Y: | 100.00% | |
| Volatility 3Y: | - |
