UC WAR. CALL 06/25 HEI/ DE000HC7JBB0 /
| 2024-09-26 9:40:23 PM | Chg.+0.2200 | Bid9:59:03 PM | Ask9:59:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.4000EUR | +10.09% | 2.4000 Bid Size: 8,000 |
2.4500 Ask Size: 8,000 |
HEIDELBERG MATERIALS... | 80.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC7JBB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HEIDELBERG MATERIALS O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-21 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.13 |
|---|---|
| Intrinsic value: | 1.83 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.23 |
| Parity: | 1.83 |
| Time value: | 0.38 |
| Break-even: | 102.10 |
| Moneyness: | 1.23 |
| Premium: | 0.04 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.04 |
| Spread %: | 1.84% |
| Delta: | 0.86 |
| Theta: | -0.02 |
| Omega: | 3.83 |
| Rho: | 0.45 |
Quote data
| Open: | 2.2400 |
|---|---|
| High: | 2.4000 |
| Low: | 2.2400 |
| Previous Close: | 2.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.90% | ||
|---|---|---|---|
| 1 Month | +27.66% | ||
| 3 Months | +15.94% | ||
| YTD | +118.18% | ||
| 1 Year | +196.30% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.3100 | 2.0800 |
|---|---|---|
| 1M High / 1M Low: | 2.3100 | 1.6100 |
| 6M High / 6M Low: | 2.7200 | 1.4200 |
| High (YTD): | 2024-07-16 | 2.7200 |
| Low (YTD): | 2024-01-03 | 0.9800 |
| 52W High: | 2024-07-16 | 2.7200 |
| 52W Low: | 2023-11-06 | 0.5100 |
| Avg. price 1W: | 2.1980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9048 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.1443 | |
| Avg. volume 6M: | 1.0853 | |
| Avg. price 1Y: | 1.6307 | |
| Avg. volume 1Y: | 1.0938 | |
| Volatility 1M: | 85.70% | |
| Volatility 6M: | 78.55% | |
| Volatility 1Y: | 87.54% | |
| Volatility 3Y: | - |
