UniCredit Call 350 ADB 15.01.2025
/ DE000HC4M304
UniCredit Call 350 ADB 15.01.2025/ DE000HC4M304 /
2024-06-06 7:29:22 PM |
Chg.+0.510 |
Bid9:59:09 PM |
Ask9:59:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
12.400EUR |
+4.29% |
11.850 Bid Size: 4,000 |
11.860 Ask Size: 4,000 |
ADOBE INC. |
350.00 - |
2025-01-15 |
Call |
Master data
WKN: |
HC4M30 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ADOBE INC. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
350.00 - |
Maturity: |
2025-01-15 |
Issue date: |
2023-02-28 |
Last trading day: |
2025-01-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.53 |
Intrinsic value: |
6.92 |
Implied volatility: |
0.62 |
Historic volatility: |
0.29 |
Parity: |
6.92 |
Time value: |
4.81 |
Break-even: |
467.30 |
Moneyness: |
1.20 |
Premium: |
0.11 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.08 |
Spread %: |
0.69% |
Delta: |
0.75 |
Theta: |
-0.17 |
Omega: |
2.66 |
Rho: |
1.19 |
Quote data
Open: |
11.550 |
High: |
12.600 |
Low: |
11.550 |
Previous Close: |
11.890 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.75% |
1 Month |
|
|
-17.94% |
3 Months |
|
|
-37.81% |
YTD |
|
|
-49.57% |
1 Year |
|
|
-3.73% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
12.750 |
10.380 |
1M High / 1M Low: |
15.430 |
10.380 |
6M High / 6M Low: |
28.530 |
10.380 |
High (YTD): |
2024-02-02 |
28.480 |
Low (YTD): |
2024-05-31 |
10.380 |
52W High: |
2023-12-12 |
28.530 |
52W Low: |
2024-05-31 |
10.380 |
Avg. price 1W: |
|
11.260 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
13.534 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
19.884 |
Avg. volume 6M: |
|
1.280 |
Avg. price 1Y: |
|
20.234 |
Avg. volume 1Y: |
|
1.098 |
Volatility 1M: |
|
86.78% |
Volatility 6M: |
|
81.55% |
Volatility 1Y: |
|
75.34% |
Volatility 3Y: |
|
- |