UC WAR. CALL 12/24 PCE1/ DE000HC3LL88 /
9/2/2024 11:42:17 AM | Chg.-0.1500 | Bid1:26:14 PM | Ask1:26:14 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.7700EUR | -3.05% | 4.5800 Bid Size: 3,000 |
5.0000 Ask Size: 3,000 |
BOOKING HLDGS DL... | 3,500.00 - | 12/18/2024 | 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: | 12/18/2024 |
Issue date: | 1/27/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 100:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.27 |
Leverage: | Yes |
Calculated values
Fair value: | 2.17 |
---|---|
Intrinsic value: | 0.39 |
Implied volatility: | 0.59 |
Historic volatility: | 0.23 |
Parity: | 0.39 |
Time value: | 4.48 |
Break-even: | 3,987.00 |
Moneyness: | 1.01 |
Premium: | 0.13 |
Premium p.a.: | 0.50 |
Spread abs.: | 0.02 |
Spread %: | 0.41% |
Delta: | 0.59 |
Theta: | -2.23 |
Omega: | 4.29 |
Rho: | 4.70 |
Quote data
Open: | 4.7400 |
---|---|
High: | 4.7700 |
Low: | 4.7400 |
Previous Close: | 4.9200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +18.95% | ||
---|---|---|---|
1 Month | +156.45% | ||
3 Months | +4.38% | ||
YTD | -3.05% | ||
1 Year | +28.92% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.9200 | 4.0100 |
---|---|---|
1M High / 1M Low: | 4.9200 | 1.7300 |
6M High / 6M Low: | 6.9500 | 1.7300 |
High (YTD): | 2/22/2024 | 7.0600 |
Low (YTD): | 8/7/2024 | 1.7300 |
52W High: | 2/22/2024 | 7.0600 |
52W Low: | 8/7/2024 | 1.7300 |
Avg. price 1W: | 4.6120 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.2171 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 4.4332 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 4.1365 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 177.88% | |
Volatility 6M: | 144.45% | |
Volatility 1Y: | 127.68% | |
Volatility 3Y: | - |