UC WAR. CALL 06/24 APC/ DE000HC3Q2R4 /
| 13/05/2024 11:41:37 | Chg.- | Bid13:04:35 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.1400EUR | - | 3.1700 Bid Size: 14,000 |
- Ask Size: - |
APPLE INC. | 152.00 - | 19/06/2024 | Call |
Master data
| WKN: | HC3Q2R |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | APPLE INC. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 152.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 31/01/2023 |
| Last trading day: | 13/05/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.70 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.61 |
|---|---|
| Intrinsic value: | 2.59 |
| Implied volatility: | 1.10 |
| Historic volatility: | 0.18 |
| Parity: | 2.59 |
| Time value: | 0.53 |
| Break-even: | 183.20 |
| Moneyness: | 1.17 |
| Premium: | 0.03 |
| Premium p.a.: | 1.05 |
| Spread abs.: | -0.14 |
| Spread %: | -4.29% |
| Delta: | 0.80 |
| Theta: | -0.39 |
| Omega: | 4.54 |
| Rho: | 0.05 |
Quote data
| Open: | 3.0500 |
|---|---|
| High: | 3.1400 |
| Low: | 3.0500 |
| Previous Close: | 2.9900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +0.32% | ||
| 3 Months | +25.10% | ||
| YTD | -25.77% | ||
| 1 Year | -21.50% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 3.1400 | 2.8700 |
| 6M High / 6M Low: | 4.7100 | 1.5600 |
| High (YTD): | 23/01/2024 | 4.3300 |
| Low (YTD): | 19/04/2024 | 1.5600 |
| 52W High: | 31/07/2023 | 4.9100 |
| 52W Low: | 19/04/2024 | 1.5600 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 3.0033 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.1016 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.4907 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 56.93% | |
| Volatility 6M: | 125.47% | |
| Volatility 1Y: | 99.64% | |
| Volatility 3Y: | - |
