UC WAR. CALL 12/24 IBE1/ DE000HC7MAU6 /
| 23/09/2024 11:46:07 | Chg.- | Bid12:08:24 | Ask23/09/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8600EUR | - | 1.8600 Bid Size: 25,000 |
- Ask Size: 25,000 |
IBERDROLA INH. EO... | 12.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC7MAU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | IBERDROLA INH. EO -,75 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 23/06/2023 |
| Last trading day: | 23/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.27 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.77 |
|---|---|
| Intrinsic value: | 1.67 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.16 |
| Parity: | 1.67 |
| Time value: | 0.22 |
| Break-even: | 13.88 |
| Moneyness: | 1.14 |
| Premium: | 0.02 |
| Premium p.a.: | 0.07 |
| Spread abs.: | -0.08 |
| Spread %: | -4.08% |
| Delta: | 0.87 |
| Theta: | 0.00 |
| Omega: | 6.31 |
| Rho: | 0.02 |
Quote data
| Open: | 1.7100 |
|---|---|
| High: | 1.8600 |
| Low: | 1.7100 |
| Previous Close: | 1.7400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.90% | ||
|---|---|---|---|
| 1 Month | +84.16% | ||
| 3 Months | +195.24% | ||
| YTD | +148.00% | ||
| 1 Year | +322.73% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8600 | 1.7400 |
|---|---|---|
| 1M High / 1M Low: | 1.9000 | 1.0100 |
| 6M High / 6M Low: | 1.9000 | 0.2800 |
| High (YTD): | 17/09/2024 | 1.9000 |
| Low (YTD): | 28/02/2024 | 0.1900 |
| 52W High: | 17/09/2024 | 1.9000 |
| 52W Low: | 28/02/2024 | 0.1900 |
| Avg. price 1W: | 1.8000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4525 | |
| Avg. volume 1M: | 3 | |
| Avg. price 6M: | 0.7663 | |
| Avg. volume 6M: | .4762 | |
| Avg. price 1Y: | 0.6112 | |
| Avg. volume 1Y: | .2372 | |
| Volatility 1M: | 119.77% | |
| Volatility 6M: | 149.47% | |
| Volatility 1Y: | 146.51% | |
| Volatility 3Y: | - |
