UC WAR. CALL 12/24 ESL/ DE000HC7MA78 /
| 26/09/2024 17:46:24 | Chg.+0.0800 | Bid19:29:41 | Ask19:29:41 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5000EUR | +19.05% | 0.4900 Bid Size: 15,000 |
0.5300 Ask Size: 15,000 |
ESSILORLUXO. INH. EO... | 220.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC7MA7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 23/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 44.78 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.26 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.18 |
| Parity: | -1.40 |
| Time value: | 0.46 |
| Break-even: | 224.60 |
| Moneyness: | 0.94 |
| Premium: | 0.09 |
| Premium p.a.: | 0.46 |
| Spread abs.: | 0.07 |
| Spread %: | 17.95% |
| Delta: | 0.32 |
| Theta: | -0.06 |
| Omega: | 14.45 |
| Rho: | 0.14 |
Quote data
| Open: | 0.4400 |
|---|---|
| High: | 0.5000 |
| Low: | 0.4100 |
| Previous Close: | 0.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.96% | ||
|---|---|---|---|
| 1 Month | -48.98% | ||
| 3 Months | -43.18% | ||
| YTD | +6.38% | ||
| 1 Year | +66.67% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5100 | 0.3600 |
|---|---|---|
| 1M High / 1M Low: | 1.0100 | 0.3600 |
| 6M High / 6M Low: | 1.2000 | 0.2800 |
| High (YTD): | 20/03/2024 | 1.3100 |
| Low (YTD): | 17/07/2024 | 0.2800 |
| 52W High: | 20/03/2024 | 1.3100 |
| 52W Low: | 17/07/2024 | 0.2800 |
| Avg. price 1W: | 0.4140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6978 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8422 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6770 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 157.98% | |
| Volatility 6M: | 212.61% | |
| Volatility 1Y: | 178.42% | |
| Volatility 3Y: | - |
