UC WAR. CALL 06/24 LAR/ DE000HC724V1 /
| 2024-06-06 1:42:06 PM | Chg.+0.0900 | Bid2:32:40 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6200EUR | +5.88% | 1.5900 Bid Size: 10,000 |
- Ask Size: - |
LAM RESEARCH CORP.DL... | 800.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC724V |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | LAM RESEARCH CORP.DL-,001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 800.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-05-30 |
| Last trading day: | 2024-06-18 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.95 |
|---|---|
| Intrinsic value: | 0.94 |
| Implied volatility: | 1.55 |
| Historic volatility: | 0.30 |
| Parity: | 0.94 |
| Time value: | 0.59 |
| Break-even: | 953.00 |
| Moneyness: | 1.12 |
| Premium: | 0.07 |
| Premium p.a.: | 5.09 |
| Spread abs.: | -0.03 |
| Spread %: | -1.92% |
| Delta: | 0.70 |
| Theta: | -3.54 |
| Omega: | 4.10 |
| Rho: | 0.17 |
Quote data
| Open: | 1.5500 |
|---|---|
| High: | 1.6200 |
| Low: | 1.5500 |
| Previous Close: | 1.5300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.08% | ||
|---|---|---|---|
| 1 Month | +31.71% | ||
| 3 Months | -14.74% | ||
| YTD | +113.16% | ||
| 1 Year | +268.18% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5300 | 1.1000 |
|---|---|---|
| 1M High / 1M Low: | 1.6200 | 1.0600 |
| 6M High / 6M Low: | 2.0300 | 0.3800 |
| High (YTD): | 2024-03-07 | 2.0300 |
| Low (YTD): | 2024-01-05 | 0.4900 |
| 52W High: | 2024-03-07 | 2.0300 |
| 52W Low: | 2023-10-31 | 0.2000 |
| Avg. price 1W: | 1.2800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3178 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2023 | |
| Avg. volume 6M: | 4.3680 | |
| Avg. price 1Y: | 0.8188 | |
| Avg. volume 1Y: | 3.0313 | |
| Volatility 1M: | 213.25% | |
| Volatility 6M: | 184.86% | |
| Volatility 1Y: | 169.94% | |
| Volatility 3Y: | - |
