UC WAR. CALL 06/24 CMC/ DE000HC3J1Q7 /
| 5/6/2024 1:41:50 PM | Chg.- | Bid2:30:26 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.9800EUR | - | 2.9900 Bid Size: 4,000 |
- Ask Size: - |
JPMORGAN CHASE ... | 160.00 - | 6/19/2024 | Call |
Master data
| WKN: | HC3J1Q |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | JPMORGAN CHASE DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 1/26/2023 |
| Last trading day: | 5/7/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.71 |
|---|---|
| Intrinsic value: | 2.68 |
| Implied volatility: | 0.87 |
| Historic volatility: | 0.15 |
| Parity: | 2.68 |
| Time value: | 0.42 |
| Break-even: | 191.00 |
| Moneyness: | 1.17 |
| Premium: | 0.02 |
| Premium p.a.: | 0.57 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.82 |
| Theta: | -0.28 |
| Omega: | 4.93 |
| Rho: | 0.06 |
Quote data
| Open: | 2.9200 |
|---|---|
| High: | 2.9800 |
| Low: | 2.9200 |
| Previous Close: | 2.9600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -2.61% | ||
| 3 Months | +12.45% | ||
| YTD | +89.81% | ||
| 1 Year | +325.71% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 3.0600 | 2.9600 |
| 6M High / 6M Low: | 3.8500 | 0.8600 |
| High (YTD): | 3/28/2024 | 3.8500 |
| Low (YTD): | 1/18/2024 | 1.3400 |
| 52W High: | 3/28/2024 | 3.8500 |
| 52W Low: | 10/27/2023 | 0.3500 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 3.0000 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.2750 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.4412 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 44.09% | |
| Volatility 6M: | 100.85% | |
| Volatility 1Y: | 112.23% | |
| Volatility 3Y: | - |
