UniCredit Call 28 WIB 18.12.2024
/ DE000HC7TZ56
UniCredit Call 28 WIB 18.12.2024/ DE000HC7TZ56 /
| 31/05/2024 19:31:55 |
Chg.-0.050 |
Bid21:59:29 |
Ask21:59:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.750EUR |
-0.64% |
7.830
Bid Size: 400 |
8.110
Ask Size: 400 |
WIENERBERGER |
28.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HC7TZ5 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
30/06/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.25 |
| Intrinsic value: |
6.50 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
6.50 |
| Time value: |
1.62 |
| Break-even: |
36.12 |
| Moneyness: |
1.23 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.28 |
| Spread %: |
3.57% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
3.52 |
| Rho: |
0.11 |
Quote data
| Open: |
7.750 |
| High: |
7.770 |
| Low: |
7.610 |
| Previous Close: |
7.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.28% |
| 1 Month |
|
|
+19.05% |
| 3 Months |
|
|
+38.39% |
| YTD |
|
|
+78.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.630 |
7.750 |
| 1M High / 1M Low: |
8.800 |
6.510 |
| 6M High / 6M Low: |
8.800 |
2.250 |
| High (YTD): |
15/05/2024 |
8.800 |
| Low (YTD): |
17/01/2024 |
2.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.149 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.521 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.50% |
| Volatility 6M: |
|
88.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
