UC WAR. CALL 12/24 AEU/ DE000HC7MC68 /
| 2024-09-20 9:46:14 PM | Chg.+0.0100 | Bid9:59:15 PM | Ask9:59:15 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1600EUR | +0.87% | 1.1400 Bid Size: 3,000 |
1.2000 Ask Size: 3,000 |
PRYSMIAN | 55.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7MC6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PRYSMIAN |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.14 |
|---|---|
| Intrinsic value: | 1.07 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.27 |
| Parity: | 1.07 |
| Time value: | 0.12 |
| Break-even: | 66.90 |
| Moneyness: | 1.19 |
| Premium: | 0.02 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.06 |
| Spread %: | 5.31% |
| Delta: | 0.88 |
| Theta: | -0.02 |
| Omega: | 4.83 |
| Rho: | 0.11 |
Quote data
| Open: | 1.1300 |
|---|---|
| High: | 1.1900 |
| Low: | 1.1300 |
| Previous Close: | 1.1500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +34.88% | ||
|---|---|---|---|
| 1 Month | +38.10% | ||
| 3 Months | +63.38% | ||
| YTD | +954.55% | ||
| 1 Year | +1060.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1500 | 0.8400 |
|---|---|---|
| 1M High / 1M Low: | 1.1500 | 0.6700 |
| 6M High / 6M Low: | 1.1500 | 0.2000 |
| High (YTD): | 2024-09-19 | 1.1500 |
| Low (YTD): | 2024-01-29 | 0.0700 |
| 52W High: | 2024-09-19 | 1.1500 |
| 52W Low: | 2023-11-29 | 0.0320 |
| Avg. price 1W: | 0.9480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8787 | |
| Avg. volume 1M: | 43.4783 | |
| Avg. price 6M: | 0.6472 | |
| Avg. volume 6M: | 201.5504 | |
| Avg. price 1Y: | 0.3710 | |
| Avg. volume 1Y: | 156.2500 | |
| Volatility 1M: | 127.69% | |
| Volatility 6M: | 159.48% | |
| Volatility 1Y: | 176.73% | |
| Volatility 3Y: | - |
