UniCredit Call 2.5 IES 18.06.2025
/ DE000HC7JC14
UniCredit Call 2.5 IES 18.06.2025/ DE000HC7JC14 /
| 6/6/2024 1:50:01 PM |
Chg.+0.010 |
Bid2:22:38 PM |
Ask2:22:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
+0.91% |
1.120
Bid Size: 100,000 |
1.130
Ask Size: 100,000 |
INTESA SANPAOLO |
2.50 - |
6/18/2025 |
Call |
Master data
| WKN: |
HC7JC1 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.50 - |
| Maturity: |
6/18/2025 |
| Issue date: |
6/21/2023 |
| Last trading day: |
6/17/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
1.04 |
| Time value: |
0.15 |
| Break-even: |
3.69 |
| Moneyness: |
1.42 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.14 |
| Spread %: |
13.33% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
2.71 |
| Rho: |
0.02 |
Quote data
| Open: |
1.090 |
| High: |
1.110 |
| Low: |
1.080 |
| Previous Close: |
1.100 |
| Turnover: |
5,500 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.48% |
| 1 Month |
|
|
+4.72% |
| 3 Months |
|
|
+73.44% |
| YTD |
|
|
+258.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
1.100 |
| 1M High / 1M Low: |
1.240 |
1.060 |
| 6M High / 6M Low: |
1.240 |
0.300 |
| High (YTD): |
5/17/2024 |
1.240 |
| Low (YTD): |
1/17/2024 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.131 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.676 |
| Avg. volume 6M: |
|
40 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.02% |
| Volatility 6M: |
|
84.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
