UC WAR. CALL 12/24 MTX/ DE000HC3MBV1 /
2024-10-11 8:00:26 AM | Chg.-0.1200 | Bid8:46:54 AM | Ask8:46:54 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.9600EUR | -2.94% | 3.9500 Bid Size: 2,000 |
4.1600 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: | - |