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

EUWAX
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:   -