UC WAR. CALL 12/24 4AB/ DE000HC3LG51 /
| 16/08/2024 11:41:56 | Chg.- | Bid13:10:44 | Ask16/08/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.2000EUR | - | 4.1100 Bid Size: 6,000 |
- Ask Size: 4,000 |
ABBVIE INC. D... | 150.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC3LG5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABBVIE INC. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 27/01/2023 |
| Last trading day: | 16/08/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.06 |
|---|---|
| Intrinsic value: | 2.89 |
| Implied volatility: | 0.71 |
| Historic volatility: | 0.17 |
| Parity: | 2.89 |
| Time value: | 1.40 |
| Break-even: | 192.90 |
| Moneyness: | 1.19 |
| Premium: | 0.08 |
| Premium p.a.: | 0.30 |
| Spread abs.: | 0.13 |
| Spread %: | 3.13% |
| Delta: | 0.75 |
| Theta: | -0.11 |
| Omega: | 3.13 |
| Rho: | 0.26 |
Quote data
| Open: | 4.1400 |
|---|---|
| High: | 4.2000 |
| Low: | 4.1400 |
| Previous Close: | 4.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +22.09% | ||
| 3 Months | +117.62% | ||
| YTD | +172.73% | ||
| 1 Year | +195.77% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 4.2000 | 3.4400 |
| 6M High / 6M Low: | 4.2000 | 1.2400 |
| High (YTD): | 16/08/2024 | 4.2000 |
| Low (YTD): | 28/05/2024 | 1.2400 |
| 52W High: | 16/08/2024 | 4.2000 |
| 52W Low: | 28/11/2023 | 0.8300 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 3.8910 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.5109 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.1281 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 40.83% | |
| Volatility 6M: | 112.71% | |
| Volatility 1Y: | 100.42% | |
| Volatility 3Y: | - |
