UniCredit Call 30 WIB 18.12.2024
/ DE000HC7MEH5
UniCredit Call 30 WIB 18.12.2024/ DE000HC7MEH5 /
| 31/05/2024 20:42:10 |
Chg.-0.04 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.22EUR |
-0.64% |
-
Bid Size: - |
-
Ask Size: - |
WIENERBERGER |
30.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HC7MEH |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
23/06/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.55 |
| Intrinsic value: |
4.50 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
4.50 |
| Time value: |
2.07 |
| Break-even: |
36.57 |
| Moneyness: |
1.15 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.28 |
| Spread %: |
4.45% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
4.03 |
| Rho: |
0.11 |
Quote data
| Open: |
6.22 |
| High: |
6.22 |
| Low: |
6.17 |
| Previous Close: |
6.26 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.89% |
| 1 Month |
|
|
+8.93% |
| 3 Months |
|
|
+43.32% |
| YTD |
|
|
+90.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.98 |
6.22 |
| 1M High / 1M Low: |
7.17 |
5.71 |
| 6M High / 6M Low: |
7.17 |
1.61 |
| High (YTD): |
15/05/2024 |
7.17 |
| Low (YTD): |
17/01/2024 |
2.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.67% |
| Volatility 6M: |
|
100.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
