UC WAR. CALL 06/24 C40/ DE000HC7NSR2 /
| 09/05/2024 11:41:01 | Chg.- | Bid13:25:44 | Ask09/05/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.830EUR | - | 7.010 Bid Size: 25,000 |
- Ask Size: 25,000 |
CAC 40 | 7,400.00 - | 18/06/2024 | Call |
Master data
| WKN: | HC7NSR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CAC 40 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 7,400.00 - |
| Maturity: | 18/06/2024 |
| Issue date: | 26/06/2023 |
| Last trading day: | 09/05/2024 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 11.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 8.13 |
|---|---|
| Intrinsic value: | 7.88 |
| Implied volatility: | - |
| Historic volatility: | 0.12 |
| Parity: | 7.88 |
| Time value: | -1.02 |
| Break-even: | 8,086.00 |
| Moneyness: | 1.11 |
| Premium: | -0.01 |
| Premium p.a.: | -0.13 |
| Spread abs.: | -0.77 |
| Spread %: | -10.09% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 6.940 |
|---|---|
| High: | 6.940 |
| Low: | 6.830 |
| Previous Close: | 7.090 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +27.19% | ||
| 3 Months | +62.23% | ||
| YTD | +90.78% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 7.090 | 5.200 |
| 6M High / 6M Low: | 7.750 | 1.890 |
| High (YTD): | 27/03/2024 | 7.750 |
| Low (YTD): | 17/01/2024 | 1.890 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 6.043 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.533 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 117.79% | |
| Volatility 6M: | 123.80% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
