UC WAR. CALL 12/24 LIN/ DE000HC43NR3 /
2024-07-26 9:42:15 PM | Chg.+0.510 | Bid9:59:53 PM | Ask9:59:53 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
9.920EUR | +5.42% | 9.920 Bid Size: 4,000 |
9.960 Ask Size: 4,000 |
LINDE PLC EO ... | 350.00 - | 2024-12-18 | Call |
Master data
WKN: | HC43NR |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | LINDE PLC EO -,001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 350.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-02-13 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 4.18 |
Leverage: | Yes |
Calculated values
Fair value: | 7.10 |
---|---|
Intrinsic value: | 6.58 |
Implied volatility: | 0.61 |
Historic volatility: | 0.14 |
Parity: | 6.58 |
Time value: | 3.37 |
Break-even: | 449.50 |
Moneyness: | 1.19 |
Premium: | 0.08 |
Premium p.a.: | 0.22 |
Spread abs.: | 0.04 |
Spread %: | 0.40% |
Delta: | 0.75 |
Theta: | -0.20 |
Omega: | 3.14 |
Rho: | 0.84 |
Quote data
Open: | 9.350 |
---|---|
High: | 9.920 |
Low: | 9.350 |
Previous Close: | 9.410 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +5.98% | ||
---|---|---|---|
1 Month | +7.94% | ||
3 Months | +0.81% | ||
YTD | +30.87% | ||
1 Year | +40.51% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 9.920 | 9.400 |
---|---|---|
1M High / 1M Low: | 9.920 | 8.010 |
6M High / 6M Low: | 12.880 | 6.880 |
High (YTD): | 2024-03-13 | 12.880 |
Low (YTD): | 2024-01-24 | 6.860 |
52W High: | 2024-03-13 | 12.880 |
52W Low: | 2023-10-25 | 5.460 |
Avg. price 1W: | 9.566 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 8.977 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 9.549 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 8.285 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 66.67% | |
Volatility 6M: | 61.69% | |
Volatility 1Y: | 61.48% | |
Volatility 3Y: | - |