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: | - |
