UC WAR. CALL 12/24 VVU/ DE000HC7Y5C5 /
| 6/7/2024 9:45:14 PM | Chg.-0.1100 | Bid9:59:02 PM | Ask9:59:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3900EUR | -7.33% | 1.3200 Bid Size: 6,000 |
1.4000 Ask Size: 6,000 |
VIVENDI SE INH. E... | 9.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC7Y5C |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VIVENDI SE INH. EO 5,5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 9.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 7/10/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.24 |
|---|---|
| Intrinsic value: | 0.93 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.18 |
| Parity: | 0.93 |
| Time value: | 0.47 |
| Break-even: | 10.40 |
| Moneyness: | 1.10 |
| Premium: | 0.05 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.08 |
| Spread %: | 6.06% |
| Delta: | 0.76 |
| Theta: | 0.00 |
| Omega: | 5.41 |
| Rho: | 0.03 |
Quote data
| Open: | 1.5000 |
|---|---|
| High: | 1.5000 |
| Low: | 1.3900 |
| Previous Close: | 1.5000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.15% | ||
|---|---|---|---|
| 1 Month | -7.33% | ||
| 3 Months | -5.44% | ||
| YTD | -13.66% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6100 | 1.3900 |
|---|---|---|
| 1M High / 1M Low: | 1.6100 | 1.3900 |
| 6M High / 6M Low: | 2.0600 | 1.1200 |
| High (YTD): | 1/30/2024 | 2.0600 |
| Low (YTD): | 4/16/2024 | 1.2300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5196 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5498 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 55.95% | |
| Volatility 6M: | 93.83% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
