UC WAR. CALL 12/24 LIN/ DE000HC43NS1 /
2024-07-26 9:40:16 PM | Chg.+0.410 | Bid9:59:58 PM | Ask9:59:58 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.820EUR | +7.58% | 5.830 Bid Size: 4,000 |
5.850 Ask Size: 4,000 |
LINDE PLC EO ... | 400.00 - | 2024-12-18 | Call |
Master data
WKN: | HC43NS |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | LINDE PLC EO -,001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 400.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-02-13 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.11 |
Leverage: | Yes |
Calculated values
Fair value: | 2.76 |
---|---|
Intrinsic value: | 1.58 |
Implied volatility: | 0.46 |
Historic volatility: | 0.14 |
Parity: | 1.58 |
Time value: | 4.27 |
Break-even: | 458.50 |
Moneyness: | 1.04 |
Premium: | 0.10 |
Premium p.a.: | 0.28 |
Spread abs.: | 0.02 |
Spread %: | 0.34% |
Delta: | 0.63 |
Theta: | -0.18 |
Omega: | 4.47 |
Rho: | 0.80 |
Quote data
Open: | 5.300 |
---|---|
High: | 5.820 |
Low: | 5.300 |
Previous Close: | 5.410 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +10.23% | ||
---|---|---|---|
1 Month | +12.79% | ||
3 Months | -3.80% | ||
YTD | +30.79% | ||
1 Year | +31.97% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.820 | 5.340 |
---|---|---|
1M High / 1M Low: | 5.820 | 4.190 |
6M High / 6M Low: | 8.870 | 3.720 |
High (YTD): | 2024-03-13 | 8.870 |
Low (YTD): | 2024-01-24 | 3.700 |
52W High: | 2024-03-13 | 8.870 |
52W Low: | 2023-10-25 | 3.100 |
Avg. price 1W: | 5.514 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.013 | |
Avg. volume 1M: | .905 | |
Avg. price 6M: | 5.722 | |
Avg. volume 6M: | .299 | |
Avg. price 1Y: | 4.959 | |
Avg. volume 1Y: | .149 | |
Volatility 1M: | 103.77% | |
Volatility 6M: | 89.98% | |
Volatility 1Y: | 85.41% | |
Volatility 3Y: | - |