UniCredit Call 25 ASG 18.12.2024/  DE000HC7MAE0  /

EUWAX
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:   -