UniCredit Call 12 IBE1 18.12.2024
/ DE000HC7MAU6
UniCredit Call 12 IBE1 18.12.2024/ DE000HC7MAU6 /
| 06/06/2024 13:43:31 |
Chg.-0.010 |
Bid15:22:13 |
Ask15:22:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-1.22% |
0.750
Bid Size: 50,000 |
0.760
Ask Size: 50,000 |
IBERDROLA INH. EO... |
12.00 - |
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 - |
| Maturity: |
18/12/2024 |
| Issue date: |
23/06/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.17 |
| Parity: |
0.39 |
| Time value: |
0.52 |
| Break-even: |
12.91 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.15 |
| Spread %: |
19.74% |
| Delta: |
0.70 |
| Theta: |
0.00 |
| Omega: |
9.48 |
| Rho: |
0.04 |
Quote data
| Open: |
0.780 |
| High: |
0.810 |
| Low: |
0.780 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.56% |
| 1 Month |
|
|
+62.00% |
| 3 Months |
|
|
+224.00% |
| YTD |
|
|
+8.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.640 |
| 1M High / 1M Low: |
0.830 |
0.500 |
| 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: |
|
0.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.695 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.494 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.68% |
| Volatility 6M: |
|
143.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
