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: | - |