UC WAR. CALL 06/25 FIV/ DE000HC7N4L2 /
| 9/9/2024 7:40:34 PM | Chg.+0.2300 | Bid9:07:51 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.7200EUR | +6.59% | 3.6900 Bid Size: 4,000 |
- Ask Size: - |
Fiserv | 140.00 USD | 6/18/2025 | Call |
Master data
| WKN: | HC7N4L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Fiserv |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 USD |
| Maturity: | 6/18/2025 |
| Issue date: | 6/23/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.09 |
|---|---|
| Intrinsic value: | 2.71 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.15 |
| Parity: | 2.71 |
| Time value: | 0.78 |
| Break-even: | 161.18 |
| Moneyness: | 1.21 |
| Premium: | 0.05 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.02 |
| Spread %: | 0.58% |
| Delta: | 0.83 |
| Theta: | -0.03 |
| Omega: | 3.64 |
| Rho: | 0.71 |
Quote data
| Open: | 3.4900 |
|---|---|
| High: | 3.7200 |
| Low: | 3.4900 |
| Previous Close: | 3.4900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.63% | ||
|---|---|---|---|
| 1 Month | +25.25% | ||
| 3 Months | +58.97% | ||
| YTD | +144.74% | ||
| 1 Year | +200.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.8600 | 3.4900 |
|---|---|---|
| 1M High / 1M Low: | 3.8600 | 2.8800 |
| 6M High / 6M Low: | 3.8600 | 2.0000 |
| High (YTD): | 9/2/2024 | 3.8600 |
| Low (YTD): | 1/3/2024 | 1.4400 |
| 52W High: | 9/2/2024 | 3.8600 |
| 52W Low: | 10/23/2023 | 0.7700 |
| Avg. price 1W: | 3.6980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.4171 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.6592 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.0824 | |
| Avg. volume 1Y: | 1.9764 | |
| Volatility 1M: | 40.49% | |
| Volatility 6M: | 73.02% | |
| Volatility 1Y: | 71.37% | |
| Volatility 3Y: | - |
