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: | - |