UC WAR. CALL 12/24 MTX/ DE000HC3MBV1 /
| 2024-10-11 8:00:26 AM | Chg.-0.1200 | Bid8:37:53 AM | Ask8:37:53 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.9600EUR | -2.94% | 3.9600 Bid Size: 2,000 |
4.1700 Ask Size: 2,000 |
MTU AERO ENGINES NA ... | 250.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC3MBV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MTU AERO ENGINES NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-01-30 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.92 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.72 |
|---|---|
| Intrinsic value: | 3.49 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.21 |
| Parity: | 3.49 |
| Time value: | 0.63 |
| Break-even: | 291.20 |
| Moneyness: | 1.14 |
| Premium: | 0.02 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.09 |
| Spread %: | 2.23% |
| Delta: | 0.82 |
| Theta: | -0.11 |
| Omega: | 5.69 |
| Rho: | 0.36 |
Quote data
| Open: | 3.9600 |
|---|---|
| High: | 3.9600 |
| Low: | 3.9600 |
| Previous Close: | 4.0800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.18% | ||
|---|---|---|---|
| 1 Month | +19.64% | ||
| 3 Months | +108.42% | ||
| YTD | +538.71% | ||
| 1 Year | +676.47% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.1700 | 3.8300 |
|---|---|---|
| 1M High / 1M Low: | 4.1700 | 2.9200 |
| 6M High / 6M Low: | 4.1700 | 0.8800 |
| High (YTD): | 2024-10-09 | 4.1700 |
| Low (YTD): | 2024-01-03 | 0.6300 |
| 52W High: | 2024-10-09 | 4.1700 |
| 52W Low: | 2023-10-23 | 0.4200 |
| Avg. price 1W: | 4.0480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.7336 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.1642 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.5492 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 108.68% | |
| Volatility 6M: | 146.66% | |
| Volatility 1Y: | 144.70% | |
| Volatility 3Y: | - |
