UC WAR. CALL 06/24 AP2/ DE000HC3LHN7 /
| 20/05/2024 11:42:17 | Chg.- | Bid11:58:08 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0200EUR | - | 3.0300 Bid Size: 6,000 |
- Ask Size: - |
APPLIED MATERIALS IN... | 180.00 - | 19/06/2024 | Call |
Master data
| WKN: | HC3LHN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | APPLIED MATERIALS INC. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 27/01/2023 |
| Last trading day: | 20/05/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.80 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.55 |
|---|---|
| Intrinsic value: | 2.53 |
| Implied volatility: | 1.05 |
| Historic volatility: | 0.30 |
| Parity: | 2.53 |
| Time value: | 0.49 |
| Break-even: | 210.20 |
| Moneyness: | 1.14 |
| Premium: | 0.02 |
| Premium p.a.: | 1.20 |
| Spread abs.: | -0.70 |
| Spread %: | -18.82% |
| Delta: | 0.79 |
| Theta: | -0.50 |
| Omega: | 5.40 |
| Rho: | 0.04 |
Quote data
| Open: | 2.9600 |
|---|---|
| High: | 3.0200 |
| Low: | 2.9600 |
| Previous Close: | 3.0300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +10.22% | ||
| 3 Months | -3.21% | ||
| YTD | +228.26% | ||
| 1 Year | +263.86% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 3.5000 | 2.6900 |
| 6M High / 6M Low: | 3.6500 | 0.4500 |
| High (YTD): | 07/03/2024 | 3.6500 |
| Low (YTD): | 10/01/2024 | 0.4500 |
| 52W High: | 07/03/2024 | 3.6500 |
| 52W Low: | 25/10/2023 | 0.4000 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 3.0363 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.0430 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.3595 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 172.02% | |
| Volatility 6M: | 225.19% | |
| Volatility 1Y: | 202.01% | |
| Volatility 3Y: | - |
