UC WAR. CALL 12/24 LOR/ DE000HC3MCF2 /
| 2024-07-30 9:45:09 PM | Chg.-0.0100 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8000EUR | -1.23% | 0.5700 Bid Size: 6,000 |
1.2000 Ask Size: 6,000 |
L OREAL INH. E... | 450.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC3MCF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | L OREAL INH. EO 0,2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 450.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-01-30 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 47.88 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.39 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.19 |
| Parity: | -5.74 |
| Time value: | 0.82 |
| Break-even: | 458.20 |
| Moneyness: | 0.87 |
| Premium: | 0.17 |
| Premium p.a.: | 0.49 |
| Spread abs.: | 0.04 |
| Spread %: | 5.13% |
| Delta: | 0.24 |
| Theta: | -0.08 |
| Omega: | 11.60 |
| Rho: | 0.34 |
Quote data
| Open: | 0.8000 |
|---|---|
| High: | 0.8000 |
| Low: | 0.7200 |
| Previous Close: | 0.8100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -23.81% | ||
|---|---|---|---|
| 1 Month | -47.37% | ||
| 3 Months | -74.03% | ||
| YTD | -82.42% | ||
| 1 Year | -78.32% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0500 | 0.7700 |
|---|---|---|
| 1M High / 1M Low: | 1.5200 | 0.7700 |
| 6M High / 6M Low: | 4.6300 | 0.7700 |
| High (YTD): | 2024-02-05 | 4.6300 |
| Low (YTD): | 2024-07-25 | 0.7700 |
| 52W High: | 2024-02-05 | 4.6300 |
| 52W Low: | 2024-07-25 | 0.7700 |
| Avg. price 1W: | 0.8860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0624 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.8017 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.9698 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 217.91% | |
| Volatility 6M: | 171.47% | |
| Volatility 1Y: | 142.37% | |
| Volatility 3Y: | - |
