UniCredit Call 30 WIB 18.12.2024
/ DE000HC7MEH5
UniCredit Call 30 WIB 18.12.2024/ DE000HC7MEH5 /
| 6/12/2024 5:12:16 PM |
Chg.+0.49 |
Bid5:40:04 PM |
Ask5:40:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.52EUR |
+8.13% |
6.51
Bid Size: 500 |
6.65
Ask Size: 500 |
WIENERBERGER |
30.00 - |
12/18/2024 |
Call |
Master data
| WKN: |
HC7MEH |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
6/23/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.07 |
| Intrinsic value: |
4.02 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.22 |
| Parity: |
4.02 |
| Time value: |
2.22 |
| Break-even: |
36.24 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.27 |
| Spread %: |
4.52% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
4.07 |
| Rho: |
0.10 |
Quote data
| Open: |
5.91 |
| High: |
6.52 |
| Low: |
5.91 |
| Previous Close: |
6.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.59% |
| 1 Month |
|
|
-5.92% |
| 3 Months |
|
|
+43.30% |
| YTD |
|
|
+99.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.22 |
5.74 |
| 1M High / 1M Low: |
7.17 |
5.74 |
| 6M High / 6M Low: |
7.17 |
2.07 |
| High (YTD): |
5/15/2024 |
7.17 |
| Low (YTD): |
1/17/2024 |
2.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.12% |
| Volatility 6M: |
|
100.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
