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UniCredit Call 1000 1YD 15.01.202.../  DE000HC3LJ82  /

EUWAX
6/24/2024  6:51:29 PM Chg.-6.53 Bid7:34:21 PM Ask7:34:21 PM Underlying Strike price Expiration date Option type
60.00EUR -9.82% 59.94
Bid Size: 1,000		 -
Ask Size: -		 BROADCOM INC. DL... 1,000.00 - 1/15/2025 Call
 

Master data

WKN: HC3LJ8
Issuer: UniCredit
Currency: EUR
Underlying: BROADCOM INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 1,000.00 -
Maturity: 1/15/2025
Issue date: 1/27/2023
Last trading day: 1/14/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.33
Leverage: Yes

Calculated values

Fair value: 57.65
Intrinsic value: 55.19
Implied volatility: 0.81
Historic volatility: 0.34
Parity: 55.19
Time value: 11.53
Break-even: 1,667.20
Moneyness: 1.55
Premium: 0.07
Premium p.a.: 0.14
Spread abs.: 2.81
Spread %: 4.40%
Delta: 0.86
Theta: -0.59
Omega: 1.99
Rho: 3.71
 

Quote data

Open: 65.73
High: 65.73
Low: 60.00
Previous Close: 66.53
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.26%
1 Month  
+46.48%
3 Months  
+57.89%
YTD  
+182.09%
1 Year  
+654.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 83.31 66.53
1M High / 1M Low: 83.31 32.91
6M High / 6M Low: 83.31 16.42
High (YTD): 6/18/2024 83.31
Low (YTD): 1/5/2024 16.42
52W High: 6/18/2024 83.31
52W Low: 9/26/2023 7.26
Avg. price 1W:   75.43
Avg. volume 1W:   0.00
Avg. price 1M:   50.91
Avg. volume 1M:   0.00
Avg. price 6M:   34.64
Avg. volume 6M:   1.29
Avg. price 1Y:   22.40
Avg. volume 1Y:   1.08
Volatility 1M:   169.90%
Volatility 6M:   133.20%
Volatility 1Y:   129.83%
Volatility 3Y:   -