UC WAR. CALL 12/24 ASG/ DE000HC7MAD2 /
2024-06-14 9:46:02 PM | Chg.-0.4300 | Bid9:59:55 PM | Ask9:59:55 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.7900EUR | -19.37% | 1.7800 Bid Size: 3,000 |
1.8600 Ask Size: 3,000 |
GENERALI | 22.00 - | 2024-12-18 | Call |
Master data
WKN: | HC7MAD |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GENERALI |
Type: | Warrant |
Option type: | Call |
Strike price: | 22.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-23 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 12.15 |
Leverage: | Yes |
Calculated values
Fair value: | 1.46 |
---|---|
Intrinsic value: | 0.59 |
Implied volatility: | 0.21 |
Historic volatility: | 0.14 |
Parity: | 0.59 |
Time value: | 1.27 |
Break-even: | 23.86 |
Moneyness: | 1.03 |
Premium: | 0.06 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.08 |
Spread %: | 4.49% |
Delta: | 0.65 |
Theta: | 0.00 |
Omega: | 7.85 |
Rho: | 0.06 |
Quote data
Open: | 2.2000 |
---|---|
High: | 2.2000 |
Low: | 1.7200 |
Previous Close: | 2.2200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -32.20% | ||
---|---|---|---|
1 Month | -32.20% | ||
3 Months | +15.48% | ||
YTD | +358.97% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.5900 | 1.7900 |
---|---|---|
1M High / 1M Low: | 2.8700 | 1.7900 |
6M High / 6M Low: | 2.8700 | 0.3800 |
High (YTD): | 2024-05-17 | 2.8700 |
Low (YTD): | 2024-01-03 | 0.4400 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.2520 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.4991 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.3598 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 112.91% | |
Volatility 6M: | 122.14% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |