UniCredit Call 240 ESL 18.12.2024
/ DE000HC7MA86
UniCredit Call 240 ESL 18.12.2024/ DE000HC7MA86 /
26/09/2024 14:24:40 |
Chg.+0.020 |
Bid14:40:16 |
Ask14:40:16 |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
+25.00% |
0.110 Bid Size: 60,000 |
0.120 Ask Size: 60,000 |
ESSILORLUXO. INH. EO... |
240.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HC7MA8 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ESSILORLUXO. INH. EO -,18 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 - |
Maturity: |
18/12/2024 |
Issue date: |
23/06/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
147.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.18 |
Parity: |
-3.40 |
Time value: |
0.14 |
Break-even: |
241.40 |
Moneyness: |
0.86 |
Premium: |
0.17 |
Premium p.a.: |
1.01 |
Spread abs.: |
0.07 |
Spread %: |
100.00% |
Delta: |
0.12 |
Theta: |
-0.03 |
Omega: |
17.96 |
Rho: |
0.05 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.073 |
Previous Close: |
0.080 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-9.09% |
1 Month |
|
|
-67.74% |
3 Months |
|
|
-69.70% |
YTD |
|
|
-50.00% |
1 Year |
|
|
-23.08% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.062 |
1M High / 1M Low: |
0.320 |
0.062 |
6M High / 6M Low: |
0.550 |
0.050 |
High (YTD): |
20/03/2024 |
0.600 |
Low (YTD): |
18/07/2024 |
0.050 |
52W High: |
20/03/2024 |
0.600 |
52W Low: |
18/07/2024 |
0.050 |
Avg. price 1W: |
|
0.080 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.192 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.313 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.266 |
Avg. volume 1Y: |
|
224.219 |
Volatility 1M: |
|
250.78% |
Volatility 6M: |
|
581.77% |
Volatility 1Y: |
|
432.35% |
Volatility 3Y: |
|
- |