UniCredit Call 70 BNR 18.12.2024
/ DE000HC7KZ71
UniCredit Call 70 BNR 18.12.2024/ DE000HC7KZ71 /
| 18/06/2024 11:29:50 |
Chg.+0.010 |
Bid18/06/2024 |
Ask18/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+3.70% |
0.280
Bid Size: 125,000 |
0.290
Ask Size: 125,000 |
BRENNTAG SE NA O.N. |
70.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HC7KZ7 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
22/06/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-0.54 |
| Time value: |
0.30 |
| Break-even: |
73.00 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.04 |
| Spread %: |
15.38% |
| Delta: |
0.40 |
| Theta: |
-0.01 |
| Omega: |
8.60 |
| Rho: |
0.11 |
Quote data
| Open: |
0.270 |
| High: |
0.280 |
| Low: |
0.270 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-36.36% |
| 3 Months |
|
|
-74.77% |
| YTD |
|
|
-82.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.270 |
| 1M High / 1M Low: |
0.400 |
0.260 |
| 6M High / 6M Low: |
1.800 |
0.260 |
| High (YTD): |
01/03/2024 |
1.800 |
| Low (YTD): |
03/06/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.306 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.090 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.22% |
| Volatility 6M: |
|
110.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
