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: | - |
