UniCredit Call 180 SEJ1 18.12.2024
/ DE000HC7MCP2
UniCredit Call 180 SEJ1 18.12.202.../ DE000HC7MCP2 /
| 10/06/2024 13:47:12 |
Chg.-0.080 |
Bid13:58:57 |
Ask13:58:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.570EUR |
-2.19% |
3.580
Bid Size: 30,000 |
3.590
Ask Size: 30,000 |
SAFRAN INH. EO... |
180.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HC7MCP |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SAFRAN INH. EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
23/06/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.30 |
| Intrinsic value: |
2.86 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
2.86 |
| Time value: |
0.78 |
| Break-even: |
216.40 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
1.68% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
4.72 |
| Rho: |
0.71 |
Quote data
| Open: |
3.380 |
| High: |
3.570 |
| Low: |
3.380 |
| Previous Close: |
3.650 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.40% |
| 1 Month |
|
|
-8.23% |
| 3 Months |
|
|
+28.88% |
| YTD |
|
|
+233.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.220 |
3.650 |
| 1M High / 1M Low: |
4.390 |
3.450 |
| 6M High / 6M Low: |
4.390 |
1.030 |
| High (YTD): |
27/05/2024 |
4.390 |
| Low (YTD): |
05/01/2024 |
1.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.924 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.920 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.678 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.37% |
| Volatility 6M: |
|
86.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
