UC WAR. CALL 12/24 ASG/  DE000HC7MAD2  /

gettex
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:   -