UC WAR. CALL 12/24 FPE3/ DE000HC7L1H8 /
| 2024-06-19 11:45:40 AM | Chg.-0.330 | Bid11:51:15 AM | Ask11:51:15 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.530EUR | -5.63% | 5.460 Bid Size: 6,000 |
5.530 Ask Size: 6,000 |
FUCHS SE VZO NA O.N... | 40.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7L1H |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FUCHS SE VZO NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-22 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.57 |
|---|---|
| Intrinsic value: | 4.12 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.21 |
| Parity: | 4.12 |
| Time value: | 1.98 |
| Break-even: | 46.10 |
| Moneyness: | 1.10 |
| Premium: | 0.04 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.35 |
| Spread %: | 6.09% |
| Delta: | 0.76 |
| Theta: | -0.01 |
| Omega: | 5.51 |
| Rho: | 0.14 |
Quote data
| Open: | 5.860 |
|---|---|
| High: | 5.860 |
| Low: | 5.530 |
| Previous Close: | 5.860 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.95% | ||
|---|---|---|---|
| 1 Month | -4.66% | ||
| 3 Months | +4.34% | ||
| YTD | +27.71% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.740 | 5.370 |
|---|---|---|
| 1M High / 1M Low: | 7.200 | 5.370 |
| 6M High / 6M Low: | 7.840 | 3.250 |
| High (YTD): | 2024-04-05 | 7.840 |
| Low (YTD): | 2024-02-29 | 3.250 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.916 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.575 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.272 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 84.18% | |
| Volatility 6M: | 102.19% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
