UniCredit Call 25 ASG 18.12.2024
/ DE000HC7MAE0
UniCredit Call 25 ASG 18.12.2024/ DE000HC7MAE0 /
31/10/2024 21:07:47 |
Chg.-0.10 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
1.11EUR |
-8.26% |
- Bid Size: - |
- Ask Size: - |
GENERALI |
25.00 EUR |
18/12/2024 |
Call |
Master data
WKN: |
HC7MAE |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
GENERALI |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 EUR |
Maturity: |
18/12/2024 |
Issue date: |
23/06/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
20.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.05 |
Intrinsic value: |
0.71 |
Implied volatility: |
0.22 |
Historic volatility: |
0.15 |
Parity: |
0.71 |
Time value: |
0.56 |
Break-even: |
26.27 |
Moneyness: |
1.03 |
Premium: |
0.02 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.09 |
Spread %: |
7.63% |
Delta: |
0.67 |
Theta: |
-0.01 |
Omega: |
13.61 |
Rho: |
0.02 |
Quote data
Open: |
1.01 |
High: |
1.15 |
Low: |
1.01 |
Previous Close: |
1.21 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-28.85% |
1 Month |
|
|
-30.19% |
3 Months |
|
|
+37.04% |
YTD |
|
|
+909.09% |
1 Year |
|
|
+825.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.64 |
1.21 |
1M High / 1M Low: |
2.32 |
1.04 |
6M High / 6M Low: |
2.32 |
0.27 |
High (YTD): |
18/10/2024 |
2.32 |
Low (YTD): |
13/02/2024 |
0.11 |
52W High: |
18/10/2024 |
2.32 |
52W Low: |
15/12/2023 |
0.08 |
Avg. price 1W: |
|
1.46 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.63 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.91 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.57 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
229.55% |
Volatility 6M: |
|
227.34% |
Volatility 1Y: |
|
200.46% |
Volatility 3Y: |
|
- |