UC WAR. CALL 06/24 CTO/ DE000HC3SJ36 /
| 5/6/2024 1:41:42 PM | Chg.- | Bid2:25:50 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 11.070EUR | - | 11.100 Bid Size: 1,000 |
- Ask Size: - |
COSTCO WHOLESALE DL... | 635.5472 - | 6/19/2024 | Call |
Master data
| WKN: | HC3SJ3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | COSTCO WHOLESALE DL-,005 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 635.55 - |
| Maturity: | 6/19/2024 |
| Issue date: | 2/3/2023 |
| Last trading day: | 5/7/2024 |
| Ratio: | 9.78:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 9.86 |
|---|---|
| Intrinsic value: | 9.64 |
| Implied volatility: | 0.55 |
| Historic volatility: | 0.17 |
| Parity: | 9.64 |
| Time value: | 1.46 |
| Break-even: | 744.05 |
| Moneyness: | 1.15 |
| Premium: | 0.02 |
| Premium p.a.: | 0.24 |
| Spread abs.: | -0.82 |
| Spread %: | -6.88% |
| Delta: | 0.83 |
| Theta: | -0.52 |
| Omega: | 5.56 |
| Rho: | 0.45 |
Quote data
| Open: | 10.800 |
|---|---|
| High: | 11.070 |
| Low: | 10.800 |
| Previous Close: | 10.890 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +32.73% | ||
| 3 Months | +8.42% | ||
| YTD | +85.74% | ||
| 1 Year | +854.31% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 11.070 | 7.760 |
| 6M High / 6M Low: | 15.290 | 1.510 |
| High (YTD): | 3/7/2024 | 15.290 |
| Low (YTD): | 1/3/2024 | 4.900 |
| 52W High: | 3/7/2024 | 15.290 |
| 52W Low: | 5/24/2023 | 0.930 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 9.177 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.736 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.417 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 91.82% | |
| Volatility 6M: | 137.84% | |
| Volatility 1Y: | 138.18% | |
| Volatility 3Y: | - |
