UC WAR. CALL 12/24 ASME/ DE000HC30MR2 /
| 6/11/2024 9:47:12 PM | Chg.-0.720 | Bid9:59:57 PM | Ask9:59:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 19.950EUR | -3.48% | 19.560 Bid Size: 1,000 |
21.100 Ask Size: 1,000 |
ASML HOLDING EO -... | 800.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC30MR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ASML HOLDING EO -,09 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 800.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 1/11/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 19.56 |
|---|---|
| Intrinsic value: | 16.34 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.30 |
| Parity: | 16.34 |
| Time value: | 4.41 |
| Break-even: | 1,007.50 |
| Moneyness: | 1.20 |
| Premium: | 0.05 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.19 |
| Spread %: | 0.92% |
| Delta: | 0.82 |
| Theta: | -0.24 |
| Omega: | 3.80 |
| Rho: | 3.02 |
Quote data
| Open: | 20.560 |
|---|---|
| High: | 20.560 |
| Low: | 19.770 |
| Previous Close: | 20.670 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +48.88% | ||
|---|---|---|---|
| 1 Month | +52.64% | ||
| 3 Months | +23.99% | ||
| YTD | +340.40% | ||
| 1 Year | +214.17% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 20.670 | 13.400 |
|---|---|---|
| 1M High / 1M Low: | 20.670 | 11.580 |
| 6M High / 6M Low: | 22.040 | 3.030 |
| High (YTD): | 3/7/2024 | 22.040 |
| Low (YTD): | 1/15/2024 | 3.030 |
| 52W High: | 3/7/2024 | 22.040 |
| 52W Low: | 9/26/2023 | 1.720 |
| Avg. price 1W: | 18.680 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 14.428 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 12.051 | |
| Avg. volume 6M: | 1.536 | |
| Avg. price 1Y: | 7.728 | |
| Avg. volume 1Y: | .753 | |
| Volatility 1M: | 178.05% | |
| Volatility 6M: | 171.39% | |
| Volatility 1Y: | 151.85% | |
| Volatility 3Y: | - |
