UC WAR. CALL 01/25 CIS/ DE000HC6C664 /
| 10/22/2024 9:41:32 PM | Chg.- | Bid9:57:25 PM | Ask10/22/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1200EUR | - | 1.1200 Bid Size: 70,000 |
- Ask Size: 30,000 |
CISCO SYSTEMS DL-... | 45.00 - | 1/15/2025 | Call |
Master data
| WKN: | HC6C66 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CISCO SYSTEMS DL-,001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 4/28/2023 |
| Last trading day: | 10/22/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.88 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.94 |
|---|---|
| Intrinsic value: | 0.92 |
| Implied volatility: | 0.60 |
| Historic volatility: | 0.19 |
| Parity: | 0.92 |
| Time value: | 0.19 |
| Break-even: | 56.10 |
| Moneyness: | 1.20 |
| Premium: | 0.04 |
| Premium p.a.: | 0.21 |
| Spread abs.: | -0.01 |
| Spread %: | -0.89% |
| Delta: | 0.81 |
| Theta: | -0.03 |
| Omega: | 3.95 |
| Rho: | 0.06 |
Quote data
| Open: | 1.1200 |
|---|---|
| High: | 1.1400 |
| Low: | 1.0900 |
| Previous Close: | 1.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +30.23% | ||
| 3 Months | +229.41% | ||
| YTD | +43.59% | ||
| 1 Year | +9.80% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.1300 | 0.8600 |
| 6M High / 6M Low: | 1.1300 | 0.3100 |
| High (YTD): | 10/21/2024 | 1.1300 |
| Low (YTD): | 8/12/2024 | 0.3100 |
| 52W High: | 10/21/2024 | 1.1300 |
| 52W Low: | 8/12/2024 | 0.3100 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.0178 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5336 | |
| Avg. volume 6M: | 18.7627 | |
| Avg. price 1Y: | 0.6167 | |
| Avg. volume 1Y: | 15.3471 | |
| Volatility 1M: | 103.06% | |
| Volatility 6M: | 126.49% | |
| Volatility 1Y: | 107.99% | |
| Volatility 3Y: | - |
