UniCredit Call 12 IBE1 18.12.2024
/ DE000HC7MAU6
UniCredit Call 12 IBE1 18.12.2024/ DE000HC7MAU6 /
| 15/05/2024 20:57:02 |
Chg.- |
Bid09:05:15 |
Ask09:05:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
- |
0.830
Bid Size: 40,000 |
0.850
Ask Size: 40,000 |
IBERDROLA INH. EO... |
12.00 EUR |
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 EUR |
| Maturity: |
18/12/2024 |
| Issue date: |
23/06/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.17 |
| Parity: |
0.20 |
| Time value: |
0.71 |
| Break-even: |
12.90 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.15 |
| Spread %: |
20.00% |
| Delta: |
0.64 |
| Theta: |
0.00 |
| Omega: |
8.66 |
| Rho: |
0.04 |
Quote data
| Open: |
0.770 |
| High: |
0.840 |
| Low: |
0.770 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.75% |
| 1 Month |
|
|
+144.12% |
| 3 Months |
|
|
+207.41% |
| YTD |
|
|
+10.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.630 |
| 1M High / 1M Low: |
0.830 |
0.340 |
| 6M High / 6M Low: |
0.830 |
0.180 |
| High (YTD): |
15/05/2024 |
0.830 |
| Low (YTD): |
28/02/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.732 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.511 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.473 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.70% |
| Volatility 6M: |
|
137.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
