UC WAR. CALL 12/24 4AB/ DE000HC3LFS0 /
2024-09-04 9:42:06 PM | Chg.-0.0300 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8600EUR | -3.37% | 0.8400 Bid Size: 20,000 |
0.8500 Ask Size: 20,000 |
ABBVIE INC. D... | 200.00 - | 2024-12-18 | Call |
Master data
WKN: | HC3LFS |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ABBVIE INC. DL-,01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 200.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-01-27 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 19.66 |
Leverage: | Yes |
Calculated values
Fair value: | 0.11 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.42 |
Historic volatility: | 0.17 |
Parity: | -2.11 |
Time value: | 0.91 |
Break-even: | 209.10 |
Moneyness: | 0.89 |
Premium: | 0.17 |
Premium p.a.: | 0.72 |
Spread abs.: | 0.01 |
Spread %: | 1.11% |
Delta: | 0.37 |
Theta: | -0.08 |
Omega: | 7.26 |
Rho: | 0.16 |
Quote data
Open: | 0.8200 |
---|---|
High: | 0.9700 |
Low: | 0.8200 |
Previous Close: | 0.8900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +11.69% | ||
---|---|---|---|
1 Month | +36.51% | ||
3 Months | +405.88% | ||
YTD | +377.78% | ||
1 Year | +258.33% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8900 | 0.7600 |
---|---|---|
1M High / 1M Low: | 0.9000 | 0.6300 |
6M High / 6M Low: | 0.9000 | 0.0800 |
High (YTD): | 2024-08-23 | 0.9000 |
Low (YTD): | 2024-05-29 | 0.0800 |
52W High: | 2024-08-23 | 0.9000 |
52W Low: | 2023-11-29 | 0.0780 |
Avg. price 1W: | 0.8220 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7835 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4015 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.3388 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 99.57% | |
Volatility 6M: | 222.86% | |
Volatility 1Y: | 189.62% | |
Volatility 3Y: | - |