UC WAR. CALL 12/24 ADB/ DE000HC3J8Y6 /
| 2024-10-08 3:40:54 PM | Chg.-0.0100 | Bid4:03:49 PM | Ask4:03:49 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.4300EUR | -0.41% | 2.6200 Bid Size: 20,000 |
2.6300 Ask Size: 20,000 |
ADOBE INC. | 500.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC3J8Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ADOBE INC. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 500.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-01-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 18.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.73 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.55 |
| Historic volatility: | 0.31 |
| Parity: | -5.60 |
| Time value: | 2.41 |
| Break-even: | 524.10 |
| Moneyness: | 0.89 |
| Premium: | 0.18 |
| Premium p.a.: | 1.34 |
| Spread abs.: | 0.01 |
| Spread %: | 0.42% |
| Delta: | 0.37 |
| Theta: | -0.30 |
| Omega: | 6.78 |
| Rho: | 0.27 |
Quote data
| Open: | 2.3700 |
|---|---|
| High: | 2.4300 |
| Low: | 2.3700 |
| Previous Close: | 2.4400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -25.23% | ||
|---|---|---|---|
| 1 Month | -70.65% | ||
| 3 Months | -74.09% | ||
| YTD | -81.99% | ||
| 1 Year | -77.46% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.3700 | 2.4400 |
|---|---|---|
| 1M High / 1M Low: | 9.3900 | 2.4400 |
| 6M High / 6M Low: | 9.7700 | 2.4400 |
| High (YTD): | 2024-02-02 | 16.6200 |
| Low (YTD): | 2024-10-07 | 2.4400 |
| 52W High: | 2023-12-12 | 17.1500 |
| 52W Low: | 2024-10-07 | 2.4400 |
| Avg. price 1W: | 3.1120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.8400 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 5.9382 | |
| Avg. volume 6M: | 2.0154 | |
| Avg. price 1Y: | 9.1659 | |
| Avg. volume 1Y: | 1.0275 | |
| Volatility 1M: | 219.41% | |
| Volatility 6M: | 187.62% | |
| Volatility 1Y: | 154.74% | |
| Volatility 3Y: | - |
