UniCredit Call 50 PRY 18.12.2024
/ DE000HC7MC50
UniCredit Call 50 PRY 18.12.2024/ DE000HC7MC50 /
| 2024-10-31 7:40:38 PM |
Chg.-0.040 |
Bid9:59:13 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.540EUR |
-2.53% |
1.510
Bid Size: 2,000 |
-
Ask Size: - |
PRYSMIAN |
50.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC7MC5 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.25 |
| Parity: |
1.54 |
| Time value: |
0.04 |
| Break-even: |
65.80 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.64% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
3.94 |
| Rho: |
0.06 |
Quote data
| Open: |
1.560 |
| High: |
1.600 |
| Low: |
1.460 |
| Previous Close: |
1.580 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.94% |
| 1 Month |
|
|
-2.53% |
| 3 Months |
|
|
+2.67% |
| YTD |
|
|
+670.00% |
| 1 Year |
|
|
+1690.70% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.890 |
1.580 |
| 1M High / 1M Low: |
1.890 |
1.520 |
| 6M High / 6M Low: |
1.890 |
0.540 |
| High (YTD): |
2024-10-28 |
1.890 |
| Low (YTD): |
2024-01-29 |
0.140 |
| 52W High: |
2024-10-28 |
1.890 |
| 52W Low: |
2023-11-28 |
0.054 |
| Avg. price 1W: |
|
1.756 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.662 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.238 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.746 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
87.63% |
| Volatility 6M: |
|
115.10% |
| Volatility 1Y: |
|
141.40% |
| Volatility 3Y: |
|
- |
