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UniCredit Call 1000 1YD 15.01.202.../  DE000HC3LJ82  /

EUWAX
2024-06-28  8:59:56 AM Chg.+1.44 Bid11:13:44 AM Ask11:13:44 AM Underlying Strike price Expiration date Option type
57.66EUR +2.56% 58.02
Bid Size: 500		 -
Ask Size: -		 BROADCOM INC. DL... 1,000.00 - 2025-01-15 Call
 

Master data

WKN: HC3LJ8
Issuer: UniCredit
Currency: EUR
Underlying: BROADCOM INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 1,000.00 -
Maturity: 2025-01-15
Issue date: 2023-01-27
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.61
Leverage: Yes

Calculated values

Fair value: 50.82
Intrinsic value: 48.18
Implied volatility: 0.66
Historic volatility: 0.34
Parity: 48.18
Time value: 8.49
Break-even: 1,566.70
Moneyness: 1.48
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: -0.56
Spread %: -0.98%
Delta: 0.86
Theta: -0.47
Omega: 2.25
Rho: 3.91
 

Quote data

Open: 57.66
High: 57.66
Low: 57.66
Previous Close: 56.22
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month  
+48.92%
3 Months  
+64.41%
YTD  
+171.09%
1 Year  
+559.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 66.53 56.22
1M High / 1M Low: 83.31 32.91
6M High / 6M Low: 83.31 16.42
High (YTD): 2024-06-18 83.31
Low (YTD): 2024-01-05 16.42
52W High: 2024-06-18 83.31
52W Low: 2023-09-26 7.26
Avg. price 1W:   59.56
Avg. volume 1W:   0.00
Avg. price 1M:   52.95
Avg. volume 1M:   0.00
Avg. price 6M:   35.47
Avg. volume 6M:   .14
Avg. price 1Y:   23.07
Avg. volume 1Y:   1.07
Volatility 1M:   166.45%
Volatility 6M:   132.79%
Volatility 1Y:   129.39%
Volatility 3Y:   -