UC WAR. CALL 06/25 MTX/ DE000HC7Y682 /
| 9/6/2024 9:41:21 PM | Chg.0.0000 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5700EUR | 0.00% | 0.4200 Bid Size: 8,000 |
0.6900 Ask Size: 8,000 |
MTU AERO ENGINES NA ... | 350.00 - | 6/18/2025 | Call |
Master data
| WKN: | HC7Y68 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MTU AERO ENGINES NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 350.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 7/10/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 38.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.55 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.27 |
| Parity: | -8.25 |
| Time value: | 0.69 |
| Break-even: | 356.90 |
| Moneyness: | 0.76 |
| Premium: | 0.33 |
| Premium p.a.: | 0.45 |
| Spread abs.: | 0.27 |
| Spread %: | 64.29% |
| Delta: | 0.20 |
| Theta: | -0.04 |
| Omega: | 7.91 |
| Rho: | 0.37 |
Quote data
| Open: | 0.5500 |
|---|---|
| High: | 0.6900 |
| Low: | 0.5500 |
| Previous Close: | 0.5700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.94% | ||
|---|---|---|---|
| 1 Month | -3.39% | ||
| 3 Months | +119.23% | ||
| YTD | +103.57% | ||
| 1 Year | -25.97% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6100 | 0.5600 |
|---|---|---|
| 1M High / 1M Low: | 0.7100 | 0.5500 |
| 6M High / 6M Low: | 0.7400 | 0.1700 |
| High (YTD): | 7/31/2024 | 0.7400 |
| Low (YTD): | 6/26/2024 | 0.1700 |
| 52W High: | 9/8/2023 | 0.7700 |
| 52W Low: | 10/20/2023 | 0.1200 |
| Avg. price 1W: | 0.5840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6264 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4095 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3493 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 92.71% | |
| Volatility 6M: | 168.99% | |
| Volatility 1Y: | 211.89% | |
| Volatility 3Y: | - |
