UC WAR. CALL 12/24 FPE3/ DE000HC7L1J4 /
| 19/06/2024 11:45:53 | Chg.-0.1800 | Bid12:17:34 | Ask12:17:34 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.4400EUR | -6.87% | 2.3900 Bid Size: 8,000 |
2.4600 Ask Size: 8,000 |
FUCHS SE VZO NA O.N... | 45.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC7L1J |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FUCHS SE VZO NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 22/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.53 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.21 |
| Parity: | -0.88 |
| Time value: | 2.87 |
| Break-even: | 47.87 |
| Moneyness: | 0.98 |
| Premium: | 0.08 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.35 |
| Spread %: | 13.89% |
| Delta: | 0.53 |
| Theta: | -0.01 |
| Omega: | 8.13 |
| Rho: | 0.10 |
Quote data
| Open: | 2.6200 |
|---|---|
| High: | 2.6200 |
| Low: | 2.4400 |
| Previous Close: | 2.6200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -24.46% | ||
|---|---|---|---|
| 1 Month | -8.61% | ||
| 3 Months | -6.15% | ||
| YTD | +5.63% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.2300 | 2.3700 |
|---|---|---|
| 1M High / 1M Low: | 3.6500 | 2.3700 |
| 6M High / 6M Low: | 4.4000 | 1.5200 |
| High (YTD): | 05/04/2024 | 4.4000 |
| Low (YTD): | 29/02/2024 | 1.5200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.6940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.1795 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.6546 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 115.15% | |
| Volatility 6M: | 134.53% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
