UC WAR. CALL 12/24 AEU/ DE000HC7MC68 /
| 2024-05-16 7:45:37 PM | Chg.+0.0500 | Bid2024-05-16 | Ask2024-05-16 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6400EUR | +8.47% | 0.6400 Bid Size: 8,000 |
0.6500 Ask Size: 8,000 |
PRYSMIAN | 55.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | HC7MC6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PRYSMIAN |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.59 |
|---|---|
| Intrinsic value: | 0.16 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.26 |
| Parity: | 0.16 |
| Time value: | 0.45 |
| Break-even: | 61.10 |
| Moneyness: | 1.03 |
| Premium: | 0.08 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.03 |
| Spread %: | 5.17% |
| Delta: | 0.64 |
| Theta: | -0.01 |
| Omega: | 5.94 |
| Rho: | 0.18 |
Quote data
| Open: | 0.6000 |
|---|---|
| High: | 0.6400 |
| Low: | 0.6000 |
| Previous Close: | 0.5900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +36.17% | ||
|---|---|---|---|
| 1 Month | +156.00% | ||
| 3 Months | +433.33% | ||
| YTD | +481.82% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5900 | 0.4700 |
|---|---|---|
| 1M High / 1M Low: | 0.5900 | 0.2300 |
| 6M High / 6M Low: | 0.5900 | 0.0320 |
| High (YTD): | 2024-05-15 | 0.5900 |
| Low (YTD): | 2024-01-29 | 0.0700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3662 | |
| Avg. volume 1M: | 166.6667 | |
| Avg. price 6M: | 0.1657 | |
| Avg. volume 6M: | 245.9677 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 165.03% | |
| Volatility 6M: | 178.06% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
