UC WAR. CALL 12/24 ADB/ DE000HC3J8Y6 /
| 04/09/2024 19:40:48 | Chg.+0.320 | Bid21:19:43 | Ask21:19:43 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.910EUR | +3.73% | 8.880 Bid Size: 8,000 |
8.890 Ask Size: 8,000 |
ADOBE INC. | 500.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC3J8Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ADOBE INC. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 500.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 26/01/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.45 |
|---|---|
| Intrinsic value: | 1.68 |
| Implied volatility: | 0.70 |
| Historic volatility: | 0.30 |
| Parity: | 1.68 |
| Time value: | 7.02 |
| Break-even: | 587.00 |
| Moneyness: | 1.03 |
| Premium: | 0.14 |
| Premium p.a.: | 0.56 |
| Spread abs.: | 0.01 |
| Spread %: | 0.12% |
| Delta: | 0.62 |
| Theta: | -0.38 |
| Omega: | 3.68 |
| Rho: | 0.67 |
Quote data
| Open: | 8.320 |
|---|---|
| High: | 8.920 |
| Low: | 8.320 |
| Previous Close: | 8.590 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.93% | ||
|---|---|---|---|
| 1 Month | +45.59% | ||
| 3 Months | +209.38% | ||
| YTD | -33.95% | ||
| 1 Year | -34.44% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.740 | 7.890 |
|---|---|---|
| 1M High / 1M Low: | 8.740 | 5.520 |
| 6M High / 6M Low: | 11.720 | 2.560 |
| High (YTD): | 02/02/2024 | 16.620 |
| Low (YTD): | 03/06/2024 | 2.560 |
| 52W High: | 12/12/2023 | 17.150 |
| 52W Low: | 03/06/2024 | 2.560 |
| Avg. price 1W: | 8.496 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.368 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.437 | |
| Avg. volume 6M: | 2.031 | |
| Avg. price 1Y: | 9.721 | |
| Avg. volume 1Y: | 1.023 | |
| Volatility 1M: | 89.24% | |
| Volatility 6M: | 181.21% | |
| Volatility 1Y: | 143.70% | |
| Volatility 3Y: | - |
