UC WAR. CALL 01/25 UNH/ DE000HC3W2M7 /
8/23/2024 11:40:49 AM | Chg.- | Bid12:10:37 PM | Ask8/23/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
13.180EUR | - | 13.170 Bid Size: 2,000 |
- Ask Size: 2,000 |
UNITEDHEALTH GROUP D... | 440.00 - | 1/15/2025 | Call |
Master data
WKN: | HC3W2M |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | UNITEDHEALTH GROUP DL-,01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 440.00 - |
Maturity: | 1/15/2025 |
Issue date: | 2/7/2023 |
Last trading day: | 8/23/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 4.05 |
Leverage: | Yes |
Calculated values
Fair value: | 10.44 |
---|---|
Intrinsic value: | 9.84 |
Implied volatility: | 0.61 |
Historic volatility: | 0.20 |
Parity: | 9.84 |
Time value: | 3.44 |
Break-even: | 572.80 |
Moneyness: | 1.22 |
Premium: | 0.06 |
Premium p.a.: | 0.20 |
Spread abs.: | -0.37 |
Spread %: | -2.71% |
Delta: | 0.78 |
Theta: | -0.25 |
Omega: | 3.17 |
Rho: | 1.00 |
Quote data
Open: | 13.200 |
---|---|
High: | 13.230 |
Low: | 13.180 |
Previous Close: | 13.070 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +10.76% | ||
3 Months | +89.37% | ||
YTD | +24.46% | ||
1 Year | +52.90% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 13.520 | 12.560 |
6M High / 6M Low: | 14.350 | 4.130 |
High (YTD): | 8/2/2024 | 14.350 |
Low (YTD): | 4/12/2024 | 4.130 |
52W High: | 8/2/2024 | 14.350 |
52W Low: | 4/12/2024 | 4.130 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 13.254 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 8.560 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 9.713 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 31.58% | |
Volatility 6M: | 115.24% | |
Volatility 1Y: | 96.66% | |
Volatility 3Y: | - |