UC WAR. CALL 12/24 IES/ DE000HC7ZW77 /
| 10/06/2024 17:46:17 | Chg.-0.0400 | Bid19:08:58 | Ask19:08:58 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4800EUR | -7.69% | 0.4800 Bid Size: 35,000 |
0.5000 Ask Size: 35,000 |
INTESA SANPAOLO | 3.20 - | 18/12/2024 | Call |
Master data
| WKN: | HC7ZW7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3.20 - |
| Maturity: | 18/12/2024 |
| Issue date: | 12/07/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.50 |
|---|---|
| Intrinsic value: | 0.39 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.21 |
| Parity: | 0.39 |
| Time value: | 0.14 |
| Break-even: | 3.73 |
| Moneyness: | 1.12 |
| Premium: | 0.04 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.04 |
| Spread %: | 8.16% |
| Delta: | 0.80 |
| Theta: | 0.00 |
| Omega: | 5.38 |
| Rho: | 0.01 |
Quote data
| Open: | 0.4900 |
|---|---|
| High: | 0.4900 |
| Low: | 0.4700 |
| Previous Close: | 0.5200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.29% | ||
|---|---|---|---|
| 1 Month | +9.09% | ||
| 3 Months | +200.00% | ||
| YTD | +742.11% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5600 | 0.4900 |
|---|---|---|
| 1M High / 1M Low: | 0.5600 | 0.4400 |
| 6M High / 6M Low: | 0.5600 | 0.0540 |
| High (YTD): | 03/06/2024 | 0.5600 |
| Low (YTD): | 17/01/2024 | 0.0640 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5057 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2292 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 113.77% | |
| Volatility 6M: | 150.09% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
