UC WAR. CALL 12/24 ASG/ DE000HC7MAE0 /
| 04/06/2024 21:45:52 | Chg.-0.0100 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7500EUR | -1.32% | 0.7300 Bid Size: 5,000 |
0.8100 Ask Size: 5,000 |
GENERALI | 25.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC7MAE |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GENERALI |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 23/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 29.92 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.59 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.14 |
| Parity: | -1.36 |
| Time value: | 0.79 |
| Break-even: | 25.79 |
| Moneyness: | 0.95 |
| Premium: | 0.09 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.08 |
| Spread %: | 11.27% |
| Delta: | 0.41 |
| Theta: | 0.00 |
| Omega: | 12.21 |
| Rho: | 0.05 |
Quote data
| Open: | 0.7600 |
|---|---|
| High: | 0.7600 |
| Low: | 0.7000 |
| Previous Close: | 0.7600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.94% | ||
|---|---|---|---|
| 1 Month | +78.57% | ||
| 3 Months | +177.78% | ||
| YTD | +525.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7600 | 0.6700 |
|---|---|---|
| 1M High / 1M Low: | 0.9500 | 0.4700 |
| 6M High / 6M Low: | 0.9500 | 0.0890 |
| High (YTD): | 20/05/2024 | 0.9500 |
| Low (YTD): | 09/02/2024 | 0.1300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7518 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3381 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 185.89% | |
| Volatility 6M: | 149.14% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
