UC WAR. CALL 01/25 JNJ/ DE000HC3J0Y3 /
| 2024-06-07 9:40:50 PM | Chg.+0.0300 | Bid9:50:17 PM | Ask9:50:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3600EUR | +9.09% | 0.3500 Bid Size: 35,000 |
0.3600 Ask Size: 35,000 |
JOHNSON + JOHNSON ... | 160.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC3J0Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | JOHNSON + JOHNSON DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-01-26 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 37.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.15 |
| Parity: | -2.38 |
| Time value: | 0.36 |
| Break-even: | 163.60 |
| Moneyness: | 0.85 |
| Premium: | 0.20 |
| Premium p.a.: | 0.35 |
| Spread abs.: | 0.01 |
| Spread %: | 2.86% |
| Delta: | 0.26 |
| Theta: | -0.02 |
| Omega: | 9.74 |
| Rho: | 0.19 |
Quote data
| Open: | 0.3300 |
|---|---|
| High: | 0.3700 |
| Low: | 0.3300 |
| Previous Close: | 0.3300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.88% | ||
|---|---|---|---|
| 1 Month | -18.18% | ||
| 3 Months | -65.71% | ||
| YTD | -68.14% | ||
| 1 Year | -78.05% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3600 | 0.3100 |
|---|---|---|
| 1M High / 1M Low: | 0.5900 | 0.2900 |
| 6M High / 6M Low: | 1.4000 | 0.2900 |
| High (YTD): | 2024-01-10 | 1.4000 |
| Low (YTD): | 2024-05-29 | 0.2900 |
| 52W High: | 2023-08-17 | 2.2800 |
| 52W Low: | 2024-05-29 | 0.2900 |
| Avg. price 1W: | 0.3420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4173 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8619 | |
| Avg. volume 6M: | 34.5968 | |
| Avg. price 1Y: | 1.2072 | |
| Avg. volume 1Y: | 18.8549 | |
| Volatility 1M: | 176.89% | |
| Volatility 6M: | 124.48% | |
| Volatility 1Y: | 116.25% | |
| Volatility 3Y: | - |
