UniCredit Call 80 NDA 18.12.2024
/ DE000HC7L3K8
UniCredit Call 80 NDA 18.12.2024/ DE000HC7L3K8 /
| 2024-06-21 7:25:34 PM |
Chg.-0.080 |
Bid9:59:00 PM |
Ask9:59:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-12.31% |
0.560
Bid Size: 10,000 |
0.600
Ask Size: 10,000 |
AURUBIS AG |
80.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC7L3K |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-22 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.32 |
| Parity: |
-0.32 |
| Time value: |
0.68 |
| Break-even: |
86.80 |
| Moneyness: |
0.96 |
| Premium: |
0.13 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.05 |
| Spread %: |
7.94% |
| Delta: |
0.51 |
| Theta: |
-0.02 |
| Omega: |
5.79 |
| Rho: |
0.16 |
Quote data
| Open: |
0.610 |
| High: |
0.630 |
| Low: |
0.550 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.50% |
| 1 Month |
|
|
-29.63% |
| 3 Months |
|
|
+147.83% |
| YTD |
|
|
-25.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.400 |
| 1M High / 1M Low: |
0.810 |
0.400 |
| 6M High / 6M Low: |
0.920 |
0.100 |
| High (YTD): |
2024-05-20 |
0.890 |
| Low (YTD): |
2024-03-05 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.568 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.435 |
| Avg. volume 6M: |
|
395.792 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.28% |
| Volatility 6M: |
|
185.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
