UniCredit Call 200 SEJ1 18.12.2024
/ DE000HC7MCQ0
UniCredit Call 200 SEJ1 18.12.202.../ DE000HC7MCQ0 /
| 2024-06-10 10:39:42 AM |
Chg.-0.11 |
Bid3:26:42 PM |
Ask3:26:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.07EUR |
-5.05% |
2.08
Bid Size: 35,000 |
2.09
Ask Size: 35,000 |
SAFRAN INH. EO... |
200.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC7MCQ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SAFRAN INH. EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
0.86 |
| Time value: |
1.32 |
| Break-even: |
221.80 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
2.83% |
| Delta: |
0.67 |
| Theta: |
-0.05 |
| Omega: |
6.37 |
| Rho: |
0.61 |
Quote data
| Open: |
2.07 |
| High: |
2.07 |
| Low: |
2.07 |
| Previous Close: |
2.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.47% |
| 1 Month |
|
|
-14.46% |
| 3 Months |
|
|
+25.45% |
| YTD |
|
|
+263.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.67 |
2.18 |
| 1M High / 1M Low: |
2.82 |
2.03 |
| 6M High / 6M Low: |
2.82 |
0.53 |
| High (YTD): |
2024-05-27 |
2.82 |
| Low (YTD): |
2024-01-03 |
0.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.59% |
| Volatility 6M: |
|
109.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
