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

EUWAX
2024-06-17  8:56:02 AM Chg.+3.25 Bid10:44:06 AM Ask10:44:06 AM Underlying Strike price Expiration date Option type
74.58EUR +4.56% 74.42
Bid Size: 400		 -
Ask Size: -		 BROADCOM INC. DL... 1,000.00 - 2025-01-15 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: 2025-01-15
Issue date: 2023-01-27
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.27
Leverage: Yes

Calculated values

Fair value: 64.48
Intrinsic value: 62.11
Implied volatility: 0.75
Historic volatility: 0.34
Parity: 62.11
Time value: 9.31
Break-even: 1,714.20
Moneyness: 1.62
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.63
Spread %: 0.89%
Delta: 0.88
Theta: -0.51
Omega: 1.99
Rho: 4.13
 

Quote data

Open: 74.58
High: 74.58
Low: 74.58
Previous Close: 71.33
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+76.69%
1 Month  
+90.30%
3 Months  
+162.79%
YTD  
+250.63%
1 Year  
+622.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 71.33 42.21
1M High / 1M Low: 71.33 32.91
6M High / 6M Low: 71.33 16.42
High (YTD): 2024-06-14 71.33
Low (YTD): 2024-01-05 16.42
52W High: 2024-06-14 71.33
52W Low: 2023-09-26 7.26
Avg. price 1W:   54.49
Avg. volume 1W:   0.00
Avg. price 1M:   42.48
Avg. volume 1M:   0.00
Avg. price 6M:   32.49
Avg. volume 6M:   2.22
Avg. price 1Y:   21.10
Avg. volume 1Y:   1.08
Volatility 1M:   157.27%
Volatility 6M:   130.22%
Volatility 1Y:   129.49%
Volatility 3Y:   -