UniCredit Call 55 PRY 18.12.2024
/ DE000HC7MC68
UniCredit Call 55 PRY 18.12.2024/ DE000HC7MC68 /
| 04/06/2024 19:36:44 |
Chg.-0.070 |
Bid21:10:34 |
Ask21:10:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-8.43% |
0.770
Bid Size: 4,000 |
0.790
Ask Size: 4,000 |
PRYSMIAN |
55.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HC7MC6 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
23/06/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
0.51 |
| Time value: |
0.36 |
| Break-even: |
63.70 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
2.35% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
5.01 |
| Rho: |
0.19 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.740 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.70% |
| 1 Month |
|
|
+130.30% |
| 3 Months |
|
|
+300.00% |
| YTD |
|
|
+590.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.740 |
| 1M High / 1M Low: |
0.900 |
0.350 |
| 6M High / 6M Low: |
0.900 |
0.038 |
| High (YTD): |
27/05/2024 |
0.900 |
| Low (YTD): |
29/01/2024 |
0.068 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.782 |
| Avg. volume 1W: |
|
200 |
| Avg. price 1M: |
|
0.644 |
| Avg. volume 1M: |
|
45.455 |
| Avg. price 6M: |
|
0.239 |
| Avg. volume 6M: |
|
128 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.09% |
| Volatility 6M: |
|
190.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
