UniCredit Call 3.5 IES 18.06.2025
/ DE000HC7JC30
UniCredit Call 3.5 IES 18.06.2025/ DE000HC7JC30 /
| 2024-06-06 10:39:16 AM |
Chg.0.000 |
Bid10:40:36 AM |
Ask10:40:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
0.00% |
0.330
Bid Size: 150,000 |
0.340
Ask Size: 150,000 |
INTESA SANPAOLO |
3.50 - |
2025-06-18 |
Call |
Master data
| WKN: |
HC7JC3 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 - |
| Maturity: |
2025-06-18 |
| Issue date: |
2023-06-21 |
| Last trading day: |
2025-06-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
0.04 |
| Time value: |
0.38 |
| Break-even: |
3.92 |
| Moneyness: |
1.01 |
| Premium: |
0.11 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.14 |
| Spread %: |
50.00% |
| Delta: |
0.63 |
| Theta: |
0.00 |
| Omega: |
5.31 |
| Rho: |
0.02 |
Quote data
| Open: |
0.330 |
| High: |
0.340 |
| Low: |
0.320 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.11% |
| 1 Month |
|
|
+17.24% |
| 3 Months |
|
|
+209.09% |
| YTD |
|
|
+655.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.340 |
| 1M High / 1M Low: |
0.390 |
0.290 |
| 6M High / 6M Low: |
0.390 |
0.043 |
| High (YTD): |
2024-06-03 |
0.390 |
| Low (YTD): |
2024-01-03 |
0.048 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.364 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.339 |
| Avg. volume 1M: |
|
217.391 |
| Avg. price 6M: |
|
0.156 |
| Avg. volume 6M: |
|
2,040 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.21% |
| Volatility 6M: |
|
136.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
