UC WAR. CALL 06/25 FMC1/ DE000HC7N479 /
| 2024-09-26 5:40:02 PM | Chg.+0.0100 | Bid6:12:36 PM | Ask6:12:36 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2600EUR | +4.00% | 0.2700 Bid Size: 25,000 |
0.4900 Ask Size: 25,000 |
Ford Motor Company | 14.7824 USD | 2025-06-18 | Call |
Master data
| WKN: | HC7N47 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ford Motor Company |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.78 USD |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1.01 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 21.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.20 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.33 |
| Parity: | -3.98 |
| Time value: | 0.44 |
| Break-even: | 13.72 |
| Moneyness: | 0.70 |
| Premium: | 0.46 |
| Premium p.a.: | 0.69 |
| Spread abs.: | 0.21 |
| Spread %: | 91.30% |
| Delta: | 0.25 |
| Theta: | 0.00 |
| Omega: | 5.35 |
| Rho: | 0.01 |
Quote data
| Open: | 0.1700 |
|---|---|
| High: | 0.2600 |
| Low: | 0.1700 |
| Previous Close: | 0.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -27.78% | ||
|---|---|---|---|
| 1 Month | -42.22% | ||
| 3 Months | -71.11% | ||
| YTD | -77.39% | ||
| 1 Year | -81.43% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3600 | 0.2500 |
|---|---|---|
| 1M High / 1M Low: | 0.4500 | 0.2500 |
| 6M High / 6M Low: | 1.7600 | 0.2500 |
| High (YTD): | 2024-07-19 | 1.7600 |
| Low (YTD): | 2024-09-25 | 0.2500 |
| 52W High: | 2024-07-19 | 1.7600 |
| 52W Low: | 2024-09-25 | 0.2500 |
| Avg. price 1W: | 0.3080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3483 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8917 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.9195 | |
| Avg. volume 1Y: | 89.5078 | |
| Volatility 1M: | 150.47% | |
| Volatility 6M: | 138.81% | |
| Volatility 1Y: | 137.14% | |
| Volatility 3Y: | - |
