UC WAR. CALL 12/24 COK/ DE000HC87KY2 /
| 02/08/2024 21:47:14 | Chg.-0.640 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.620EUR | -7.75% | 7.250 Bid Size: 500 |
8.200 Ask Size: 500 |
CANCOM SE O.N. | 25.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC87KY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CANCOM SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 25/07/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.90 |
|---|---|
| Intrinsic value: | 7.32 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.33 |
| Parity: | 7.32 |
| Time value: | 1.20 |
| Break-even: | 33.52 |
| Moneyness: | 1.29 |
| Premium: | 0.04 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.58 |
| Spread %: | 7.30% |
| Delta: | 0.85 |
| Theta: | -0.01 |
| Omega: | 3.23 |
| Rho: | 0.07 |
Quote data
| Open: | 7.620 |
|---|---|
| High: | 7.620 |
| Low: | 7.620 |
| Previous Close: | 8.260 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.68% | ||
|---|---|---|---|
| 1 Month | -13.11% | ||
| 3 Months | +22.31% | ||
| YTD | +7.48% | ||
| 1 Year | +96.39% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.890 | 7.760 |
|---|---|---|
| 1M High / 1M Low: | 9.250 | 7.720 |
| 6M High / 6M Low: | 9.250 | 3.710 |
| High (YTD): | 22/07/2024 | 9.250 |
| Low (YTD): | 20/03/2024 | 3.710 |
| 52W High: | 22/07/2024 | 9.250 |
| 52W Low: | 25/10/2023 | 2.670 |
| Avg. price 1W: | 8.290 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 8.620 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.682 | |
| Avg. volume 6M: | .677 | |
| Avg. price 1Y: | 5.890 | |
| Avg. volume 1Y: | 3.098 | |
| Volatility 1M: | 86.57% | |
| Volatility 6M: | 112.61% | |
| Volatility 1Y: | 112.39% | |
| Volatility 3Y: | - |
