UC WAR. CALL 12/24 1U1/ DE000HC7KY31 /
2024-09-26 9:46:02 PM | Chg.+0.1800 | Bid9:59:39 PM | Ask9:59:39 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.5000EUR | +7.76% | 2.4700 Bid Size: 4,000 |
2.6100 Ask Size: 4,000 |
1+1 AG INH O.N. | 12.00 - | 2024-12-18 | Call |
Master data
WKN: | HC7KY3 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | 1+1 AG INH O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 12.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-22 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.75 |
Leverage: | Yes |
Calculated values
Fair value: | 1.86 |
---|---|
Intrinsic value: | 1.62 |
Implied volatility: | 0.56 |
Historic volatility: | 0.29 |
Parity: | 1.62 |
Time value: | 0.75 |
Break-even: | 14.37 |
Moneyness: | 1.14 |
Premium: | 0.06 |
Premium p.a.: | 0.27 |
Spread abs.: | 0.14 |
Spread %: | 6.28% |
Delta: | 0.74 |
Theta: | -0.01 |
Omega: | 4.24 |
Rho: | 0.02 |
Quote data
Open: | 2.2300 |
---|---|
High: | 2.5000 |
Low: | 2.2300 |
Previous Close: | 2.3200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +10.13% | ||
---|---|---|---|
1 Month | -17.22% | ||
3 Months | -45.89% | ||
YTD | -65.33% | ||
1 Year | -50.88% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.5000 | 2.2700 |
---|---|---|
1M High / 1M Low: | 3.3000 | 2.2700 |
6M High / 6M Low: | 6.3500 | 1.7800 |
High (YTD): | 2024-01-24 | 8.3100 |
Low (YTD): | 2024-08-09 | 1.7800 |
52W High: | 2024-01-24 | 8.3100 |
52W Low: | 2024-08-09 | 1.7800 |
Avg. price 1W: | 2.3780 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.6904 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 4.2797 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 5.2075 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 80.19% | |
Volatility 6M: | 93.33% | |
Volatility 1Y: | 82.43% | |
Volatility 3Y: | - |