UniCredit Call 1000 1YD 15.01.2025
/ DE000HC3LJ82
UniCredit Call 1000 1YD 15.01.202.../ DE000HC3LJ82 /
23/05/2024 13:23:51 |
Chg.+2.85 |
Bid16:34:10 |
Ask16:34:10 |
Underlying |
Strike price |
Expiration date |
Option type |
42.09EUR |
+7.26% |
41.37 Bid Size: 1,000 |
41.53 Ask Size: 1,000 |
BROADCOM INC. DL... |
1,000.00 - |
15/01/2025 |
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: |
15/01/2025 |
Issue date: |
27/01/2023 |
Last trading day: |
14/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
33.43 |
Intrinsic value: |
28.61 |
Implied volatility: |
0.62 |
Historic volatility: |
0.33 |
Parity: |
28.61 |
Time value: |
12.32 |
Break-even: |
1,409.30 |
Moneyness: |
1.29 |
Premium: |
0.10 |
Premium p.a.: |
0.15 |
Spread abs.: |
1.23 |
Spread %: |
3.10% |
Delta: |
0.79 |
Theta: |
-0.45 |
Omega: |
2.48 |
Rho: |
3.94 |
Quote data
Open: |
41.97 |
High: |
42.09 |
Low: |
41.97 |
Previous Close: |
39.24 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.13% |
1 Month |
|
|
+42.15% |
3 Months |
|
|
+23.72% |
YTD |
|
|
+97.88% |
1 Year |
|
|
+1376.84% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
42.57 |
39.19 |
1M High / 1M Low: |
42.77 |
28.11 |
6M High / 6M Low: |
43.23 |
9.38 |
High (YTD): |
04/03/2024 |
43.23 |
Low (YTD): |
05/01/2024 |
16.42 |
52W High: |
04/03/2024 |
43.23 |
52W Low: |
24/05/2023 |
2.70 |
Avg. price 1W: |
|
40.66 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
35.72 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
28.43 |
Avg. volume 6M: |
|
2.22 |
Avg. price 1Y: |
|
18.64 |
Avg. volume 1Y: |
|
1.07 |
Volatility 1M: |
|
122.55% |
Volatility 6M: |
|
145.49% |
Volatility 1Y: |
|
167.28% |
Volatility 3Y: |
|
- |