UC WAR. CALL 12/24 AEU/ DE000HC7MC43 /
| 2024-09-19 9:46:15 PM | Chg.+0.2200 | Bid9:59:30 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0800EUR | +11.83% | 2.0700 Bid Size: 2,000 |
- Ask Size: - |
PRYSMIAN | 45.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7MC4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PRYSMIAN |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.86 |
|---|---|
| Intrinsic value: | 1.82 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.26 |
| Parity: | 1.82 |
| Time value: | 0.04 |
| Break-even: | 63.60 |
| Moneyness: | 1.40 |
| Premium: | 0.01 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.02 |
| Spread %: | 1.09% |
| Delta: | 0.99 |
| Theta: | -0.01 |
| Omega: | 3.36 |
| Rho: | 0.11 |
Quote data
| Open: | 1.8900 |
|---|---|
| High: | 2.1000 |
| Low: | 1.8900 |
| Previous Close: | 1.8600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +23.81% | ||
|---|---|---|---|
| 1 Month | +20.93% | ||
| 3 Months | +44.44% | ||
| YTD | +511.76% | ||
| 1 Year | +593.33% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8600 | 1.6800 |
|---|---|---|
| 1M High / 1M Low: | 1.9200 | 1.5400 |
| 6M High / 6M Low: | 1.9600 | 0.6100 |
| High (YTD): | 2024-07-31 | 1.9600 |
| Low (YTD): | 2024-01-29 | 0.2700 |
| 52W High: | 2024-07-31 | 1.9600 |
| 52W Low: | 2023-11-28 | 0.1300 |
| Avg. price 1W: | 1.7740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.7461 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3716 | |
| Avg. volume 6M: | 49.8140 | |
| Avg. price 1Y: | 0.8350 | |
| Avg. volume 1Y: | 86.4297 | |
| Volatility 1M: | 55.29% | |
| Volatility 6M: | 103.08% | |
| Volatility 1Y: | 123.77% | |
| Volatility 3Y: | - |
