UC WAR. CALL 06/24 ASG/ DE000HC7DZK3 /
| 5/10/2024 9:46:19 PM | Chg.+0.1600 | Bid9:59:50 PM | Ask9:59:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4900EUR | +48.48% | 0.4900 Bid Size: 8,000 |
0.5500 Ask Size: 8,000 |
GENERALI | 24.00 EUR | 6/19/2024 | Call |
Master data
| WKN: | HC7DZK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GENERALI |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 24.00 EUR |
| Maturity: | 6/19/2024 |
| Issue date: | 6/16/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 44.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.73 |
|---|---|
| Intrinsic value: | 0.40 |
| Implied volatility: | 0.07 |
| Historic volatility: | 0.14 |
| Parity: | 0.40 |
| Time value: | 0.15 |
| Break-even: | 24.55 |
| Moneyness: | 1.02 |
| Premium: | 0.01 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.06 |
| Spread %: | 12.24% |
| Delta: | 0.83 |
| Theta: | 0.00 |
| Omega: | 36.66 |
| Rho: | 0.02 |
Quote data
| Open: | 0.3800 |
|---|---|
| High: | 0.5100 |
| Low: | 0.3800 |
| Previous Close: | 0.3300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +463.22% | ||
|---|---|---|---|
| 1 Month | +226.67% | ||
| 3 Months | +690.32% | ||
| YTD | +600.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4900 | 0.1200 |
|---|---|---|
| 1M High / 1M Low: | 0.4900 | 0.0830 |
| 6M High / 6M Low: | 0.4900 | 0.0610 |
| High (YTD): | 5/10/2024 | 0.4900 |
| Low (YTD): | 2/9/2024 | 0.0620 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1573 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1341 | |
| Avg. volume 6M: | 64.5161 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 628.05% | |
| Volatility 6M: | 308.46% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
