UniCredit Call 11 IBE1 18.12.2024
/ DE000HC7MAT8
UniCredit Call 11 IBE1 18.12.2024/ DE000HC7MAT8 /
| 2024-06-19 6:24:53 PM |
Chg.-0.08 |
Bid7:14:28 PM |
Ask7:14:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
-6.30% |
1.20
Bid Size: 10,000 |
1.22
Ask Size: 10,000 |
IBERDROLA INH. EO... |
11.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC7MAT |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
IBERDROLA INH. EO -,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.17 |
| Parity: |
1.09 |
| Time value: |
0.23 |
| Break-even: |
12.31 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
3.15% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
8.59 |
| Rho: |
0.05 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.19 |
| Previous Close: |
1.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.85% |
| 1 Month |
|
|
-21.19% |
| 3 Months |
|
|
+75.00% |
| YTD |
|
|
-10.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.27 |
| 1M High / 1M Low: |
1.53 |
1.17 |
| 6M High / 6M Low: |
1.54 |
0.46 |
| High (YTD): |
2024-05-15 |
1.54 |
| Low (YTD): |
2024-02-28 |
0.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.52% |
| Volatility 6M: |
|
110.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
