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UniCredit Call 12 IBE1 18.12.2024/  DE000HC7MAU6  /

Frankfurt Zert./HVB
9/23/2024  11:29:06 AM Chg.+0.120 Bid9:59:14 PM Ask11:35:34 AM Underlying Strike price Expiration date Option type
1.850EUR +6.94% -
Bid Size: -		 -
Ask Size: -		 IBERDROLA INH. EO... 12.00 - 12/18/2024 Call
 

Master data

WKN: HC7MAU
Issuer: UniCredit
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 12.00 -
Maturity: 12/18/2024
Issue date: 6/23/2023
Last trading day: 9/23/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.25
Leverage: Yes

Calculated values

Fair value: 1.74
Intrinsic value: 1.64
Implied volatility: 0.29
Historic volatility: 0.16
Parity: 1.64
Time value: 0.25
Break-even: 13.88
Moneyness: 1.14
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: -0.08
Spread %: -4.08%
Delta: 0.85
Theta: 0.00
Omega: 6.18
Rho: 0.02
 

Quote data

Open: 1.840
High: 1.880
Low: 1.840
Previous Close: 1.730
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.91%
1 Month  
+76.19%
3 Months  
+180.30%
YTD  
+146.67%
1 Year  
+293.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.850 1.610
1M High / 1M Low: 1.910 1.030
6M High / 6M Low: 1.910 0.270
High (YTD): 9/17/2024 1.910
Low (YTD): 2/28/2024 0.180
52W High: 9/17/2024 1.910
52W Low: 2/28/2024 0.180
Avg. price 1W:   1.730
Avg. volume 1W:   0.000
Avg. price 1M:   1.427
Avg. volume 1M:   0.000
Avg. price 6M:   0.752
Avg. volume 6M:   0.000
Avg. price 1Y:   0.599
Avg. volume 1Y:   0.000
Volatility 1M:   106.05%
Volatility 6M:   144.35%
Volatility 1Y:   148.63%
Volatility 3Y:   -