UC WAR. CALL 06/24 HNR1/ DE000HC3DJR1 /
| 5/10/2024 1:40:47 PM | Chg.- | Bid2:24:36 PM | Ask5/10/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.9400EUR | - | 4.0700 Bid Size: 15,000 |
- Ask Size: 15,000 |
HANNOVER RUECK SE NA... | 197.8791 - | 6/19/2024 | Call |
Master data
| WKN: | HC3DJR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HANNOVER RUECK SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 197.88 - |
| Maturity: | 6/19/2024 |
| Issue date: | 1/24/2023 |
| Last trading day: | 5/13/2024 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.72 |
|---|---|
| Intrinsic value: | 3.70 |
| Implied volatility: | 0.93 |
| Historic volatility: | 0.18 |
| Parity: | 3.70 |
| Time value: | 0.21 |
| Break-even: | 236.55 |
| Moneyness: | 1.19 |
| Premium: | 0.01 |
| Premium p.a.: | 0.42 |
| Spread abs.: | -0.17 |
| Spread %: | -4.17% |
| Delta: | 0.89 |
| Theta: | -0.37 |
| Omega: | 5.41 |
| Rho: | 0.04 |
Quote data
| Open: | 3.7100 |
|---|---|
| High: | 3.9400 |
| Low: | 3.7100 |
| Previous Close: | 3.7100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | -6.64% | ||
| YTD | +59.51% | ||
| 1 Year | +133.14% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 3.9400 | 3.9400 |
| 6M High / 6M Low: | 5.8900 | 2.4300 |
| High (YTD): | 3/19/2024 | 5.8900 |
| Low (YTD): | 1/2/2024 | 2.5100 |
| 52W High: | 3/19/2024 | 5.8900 |
| 52W Low: | 7/11/2023 | 1.2800 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 3.9400 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.5458 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.6691 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | - | |
| Volatility 6M: | 113.30% | |
| Volatility 1Y: | 111.14% | |
| Volatility 3Y: | - |
