UC WAR. CALL 12/24 AEU/ DE000HC7MC68 /
| 6/5/2024 9:47:05 PM | Chg.-0.0400 | Bid9:59:21 PM | Ask9:59:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7300EUR | -5.19% | 0.6900 Bid Size: 5,000 |
0.8000 Ask Size: 5,000 |
PRYSMIAN | 55.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC7MC6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PRYSMIAN |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/23/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.71 |
|---|---|
| Intrinsic value: | 0.39 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.25 |
| Parity: | 0.39 |
| Time value: | 0.40 |
| Break-even: | 62.90 |
| Moneyness: | 1.07 |
| Premium: | 0.07 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.03 |
| Spread %: | 3.95% |
| Delta: | 0.69 |
| Theta: | -0.02 |
| Omega: | 5.16 |
| Rho: | 0.18 |
Quote data
| Open: | 0.7600 |
|---|---|
| High: | 0.7600 |
| Low: | 0.7300 |
| Previous Close: | 0.7700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.35% | ||
|---|---|---|---|
| 1 Month | +92.11% | ||
| 3 Months | +284.21% | ||
| YTD | +563.64% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8300 | 0.7400 |
|---|---|---|
| 1M High / 1M Low: | 0.9300 | 0.3800 |
| 6M High / 6M Low: | 0.9300 | 0.0430 |
| High (YTD): | 5/27/2024 | 0.9300 |
| Low (YTD): | 1/29/2024 | 0.0700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7860 | |
| Avg. volume 1W: | 300 | |
| Avg. price 1M: | 0.6491 | |
| Avg. volume 1M: | 181.8182 | |
| Avg. price 6M: | 0.2435 | |
| Avg. volume 6M: | 256 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 146.98% | |
| Volatility 6M: | 177.02% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
