UniCredit Call 12 IBE1 18.12.2024
/ DE000HC7MAU6
UniCredit Call 12 IBE1 18.12.2024/ DE000HC7MAU6 /
16/05/2024 15:53:51 |
Chg.+0.010 |
Bid16:08:05 |
Ask16:08:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
+1.20% |
0.850 Bid Size: 60,000 |
0.860 Ask Size: 60,000 |
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: |
14.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.98 |
Intrinsic value: |
0.36 |
Implied volatility: |
0.13 |
Historic volatility: |
0.17 |
Parity: |
0.36 |
Time value: |
0.52 |
Break-even: |
12.87 |
Moneyness: |
1.03 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.04 |
Spread %: |
4.82% |
Delta: |
0.71 |
Theta: |
0.00 |
Omega: |
10.08 |
Rho: |
0.05 |
Quote data
Open: |
0.840 |
High: |
0.840 |
Low: |
0.840 |
Previous Close: |
0.830 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+33.33% |
1 Month |
|
|
+147.06% |
3 Months |
|
|
+211.11% |
YTD |
|
|
+12.00% |
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: |
|
- |