UniCredit Call 45 PRY 18.12.2024
/ DE000HC7MC43
UniCredit Call 45 PRY 18.12.2024/ DE000HC7MC43 /
| 6/18/2024 3:30:36 PM |
Chg.+0.02 |
Bid4:05:50 PM |
Ask4:05:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
+1.50% |
1.36
Bid Size: 20,000 |
1.37
Ask Size: 20,000 |
PRYSMIAN |
45.00 - |
12/18/2024 |
Call |
Master data
| WKN: |
HC7MC4 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
6/23/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
1.16 |
| Time value: |
0.20 |
| Break-even: |
58.60 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
2.26% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
3.59 |
| Rho: |
0.18 |
Quote data
| Open: |
1.33 |
| High: |
1.35 |
| Low: |
1.33 |
| Previous Close: |
1.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.50% |
| 1 Month |
|
|
+2.27% |
| 3 Months |
|
|
+117.74% |
| YTD |
|
|
+285.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.33 |
| 1M High / 1M Low: |
1.75 |
1.33 |
| 6M High / 6M Low: |
1.75 |
0.27 |
| High (YTD): |
5/27/2024 |
1.75 |
| Low (YTD): |
2/13/2024 |
0.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.72 |
| Avg. volume 6M: |
|
1,360 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.18% |
| Volatility 6M: |
|
115.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
