UC WAR. CALL 12/24 AEU/ DE000HC7MC50 /
| 8/5/2024 7:46:23 PM | Chg.-0.1000 | Bid8:54:29 PM | Ask8:54:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8200EUR | -10.87% | 0.8100 Bid Size: 4,000 |
0.8300 Ask Size: 4,000 |
PRYSMIAN | 50.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC7MC5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PRYSMIAN |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 50.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/23/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.84 |
|---|---|
| Intrinsic value: | 0.68 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.26 |
| Parity: | 0.68 |
| Time value: | 0.26 |
| Break-even: | 59.40 |
| Moneyness: | 1.14 |
| Premium: | 0.05 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.03 |
| Spread %: | 3.30% |
| Delta: | 0.77 |
| Theta: | -0.02 |
| Omega: | 4.66 |
| Rho: | 0.13 |
Quote data
| Open: | 0.5600 |
|---|---|
| High: | 0.8200 |
| Low: | 0.5600 |
| Previous Close: | 0.9200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -40.58% | ||
|---|---|---|---|
| 1 Month | -20.39% | ||
| 3 Months | +43.86% | ||
| YTD | +310.00% | ||
| 1 Year | +485.71% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4900 | 0.9200 |
|---|---|---|
| 1M High / 1M Low: | 1.5000 | 0.9200 |
| 6M High / 6M Low: | 1.5000 | 0.1500 |
| High (YTD): | 7/24/2024 | 1.5000 |
| Low (YTD): | 1/29/2024 | 0.1400 |
| 52W High: | 7/24/2024 | 1.5000 |
| 52W Low: | 11/28/2023 | 0.0620 |
| Avg. price 1W: | 1.2420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2967 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7374 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4352 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 176.40% | |
| Volatility 6M: | 149.42% | |
| Volatility 1Y: | 153.54% | |
| Volatility 3Y: | - |
