UC WAR. CALL 12/24 PCE1/ DE000HC3LL88 /
| 25/09/2024 11:42:24 | Chg.- | Bid12:05:56 | Ask25/09/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.630EUR | - | 6.650 Bid Size: 2,000 |
- Ask Size: 2,000 |
BOOKING HLDGS DL... | 3,500.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC3LL8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BOOKING HLDGS DL-,008 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3,500.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 27/01/2023 |
| Last trading day: | 25/09/2024 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.79 |
|---|---|
| Intrinsic value: | 3.16 |
| Implied volatility: | 0.74 |
| Historic volatility: | 0.23 |
| Parity: | 3.16 |
| Time value: | 3.57 |
| Break-even: | 4,173.00 |
| Moneyness: | 1.09 |
| Premium: | 0.09 |
| Premium p.a.: | 0.56 |
| Spread abs.: | 0.12 |
| Spread %: | 1.82% |
| Delta: | 0.67 |
| Theta: | -3.29 |
| Omega: | 3.81 |
| Rho: | 3.83 |
Quote data
| Open: | 6.480 |
|---|---|
| High: | 6.630 |
| Low: | 6.480 |
| Previous Close: | 6.650 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +80.65% | ||
| 3 Months | +20.33% | ||
| YTD | +34.76% | ||
| 1 Year | +93.29% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 6.650 | 4.050 |
| 6M High / 6M Low: | 6.950 | 1.730 |
| High (YTD): | 22/02/2024 | 7.060 |
| Low (YTD): | 07/08/2024 | 1.730 |
| 52W High: | 22/02/2024 | 7.060 |
| 52W Low: | 07/08/2024 | 1.730 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 5.281 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.587 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.244 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 88.08% | |
| Volatility 6M: | 147.47% | |
| Volatility 1Y: | 131.00% | |
| Volatility 3Y: | - |
