UC WAR. CALL 12/24 ASME/ DE000HC30MN1 /
| 18/07/2024 11:46:58 | Chg.- | Bid12:26:33 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 37.600EUR | - | 36.500 Bid Size: 20,000 |
- Ask Size: - |
ASML HOLDING EO -... | 500.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC30MN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ASML HOLDING EO -,09 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 500.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 11/01/2023 |
| Last trading day: | 18/07/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 30.28 |
|---|---|
| Intrinsic value: | 29.60 |
| Implied volatility: | 1.08 |
| Historic volatility: | 0.34 |
| Parity: | 29.60 |
| Time value: | 5.90 |
| Break-even: | 855.00 |
| Moneyness: | 1.59 |
| Premium: | 0.07 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.86 |
| Theta: | -0.47 |
| Omega: | 1.92 |
| Rho: | 1.18 |
Quote data
| Open: | 38.080 |
|---|---|
| High: | 38.080 |
| Low: | 35.540 |
| Previous Close: | 36.350 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -25.28% | ||
| 3 Months | +4.16% | ||
| YTD | +74.32% | ||
| 1 Year | +117.84% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 51.470 | 36.350 |
| 6M High / 6M Low: | 51.470 | 32.740 |
| High (YTD): | 10/07/2024 | 51.470 |
| Low (YTD): | 04/01/2024 | 17.630 |
| 52W High: | 10/07/2024 | 51.470 |
| 52W Low: | 26/09/2023 | 10.750 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 46.824 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 41.350 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 28.606 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 153.07% | |
| Volatility 6M: | 79.63% | |
| Volatility 1Y: | 80.86% | |
| Volatility 3Y: | - |
