UC WAR. CALL 06/25 IES/ DE000HC7JC22 /
| 9/10/2024 11:45:32 AM | Chg.+0.0100 | Bid12:12:29 PM | Ask12:12:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7800EUR | +1.30% | 0.7600 Bid Size: 200,000 |
0.7700 Ask Size: 200,000 |
INTESA SANPAOLO | 3.00 - | 6/18/2025 | Call |
Master data
| WKN: | HC7JC2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 6/21/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.83 |
|---|---|
| Intrinsic value: | 0.73 |
| Implied volatility: | - |
| Historic volatility: | 0.21 |
| Parity: | 0.73 |
| Time value: | 0.07 |
| Break-even: | 3.80 |
| Moneyness: | 1.24 |
| Premium: | 0.02 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.03 |
| Spread %: | 3.90% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.7500 |
|---|---|
| High: | 0.7900 |
| Low: | 0.7500 |
| Previous Close: | 0.7700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.63% | ||
|---|---|---|---|
| 1 Month | +39.29% | ||
| 3 Months | +14.71% | ||
| YTD | +550.00% | ||
| 1 Year | +983.33% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8100 | 0.7200 |
|---|---|---|
| 1M High / 1M Low: | 0.8300 | 0.5600 |
| 6M High / 6M Low: | 0.8700 | 0.2700 |
| High (YTD): | 7/30/2024 | 0.8700 |
| Low (YTD): | 1/17/2024 | 0.1300 |
| 52W High: | 7/30/2024 | 0.8700 |
| 52W Low: | 10/25/2023 | 0.0500 |
| Avg. price 1W: | 0.7680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7095 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6120 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3694 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 79.54% | |
| Volatility 6M: | 102.57% | |
| Volatility 1Y: | 117.61% | |
| Volatility 3Y: | - |
