UniCredit Call 30 EN 18.12.2024
/ DE000HC7M9C1
UniCredit Call 30 EN 18.12.2024/ DE000HC7M9C1 /
| 2024-06-20 9:46:39 AM |
Chg.+0.240 |
Bid10:31:05 AM |
Ask10:31:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.340EUR |
+7.74% |
3.210
Bid Size: 10,000 |
3.230
Ask Size: 10,000 |
Bouygues |
30.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC7M9C |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Bouygues |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.54 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
1.03 |
| Time value: |
2.13 |
| Break-even: |
33.16 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.09 |
| Spread %: |
2.93% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
6.31 |
| Rho: |
0.08 |
Quote data
| Open: |
3.340 |
| High: |
3.340 |
| Low: |
3.340 |
| Previous Close: |
3.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.38% |
| 1 Month |
|
|
-52.22% |
| 3 Months |
|
|
-59.22% |
| YTD |
|
|
-37.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.380 |
2.980 |
| 1M High / 1M Low: |
7.410 |
2.980 |
| 6M High / 6M Low: |
8.190 |
2.980 |
| High (YTD): |
2024-03-20 |
8.190 |
| Low (YTD): |
2024-06-14 |
2.980 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.687 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.117 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.13% |
| Volatility 6M: |
|
103.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
