UC WAR. CALL 12/24 ESL/ DE000HC7MA78 /
| 15/11/2024 11:45:26 | Chg.0.0000 | Bid11:52:39 | Ask11:52:39 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2900EUR | 0.00% | 1.3100 Bid Size: 25,000 |
1.3300 Ask Size: 25,000 |
ESSILORLUXO. INH. EO... | 220.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC7MA7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 23/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 17.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.12 |
|---|---|
| Intrinsic value: | 0.92 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.18 |
| Parity: | 0.92 |
| Time value: | 0.41 |
| Break-even: | 233.30 |
| Moneyness: | 1.04 |
| Premium: | 0.02 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.08 |
| Spread %: | 6.40% |
| Delta: | 0.72 |
| Theta: | -0.11 |
| Omega: | 12.34 |
| Rho: | 0.14 |
Quote data
| Open: | 1.0900 |
|---|---|
| High: | 1.2900 |
| Low: | 1.0900 |
| Previous Close: | 1.2900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.01% | ||
|---|---|---|---|
| 1 Month | +79.17% | ||
| 3 Months | +24.04% | ||
| YTD | +174.47% | ||
| 1 Year | +163.27% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5100 | 1.0500 |
|---|---|---|
| 1M High / 1M Low: | 1.5100 | 0.4800 |
| 6M High / 6M Low: | 1.5100 | 0.2800 |
| High (YTD): | 11/11/2024 | 1.5100 |
| Low (YTD): | 17/07/2024 | 0.2800 |
| 52W High: | 11/11/2024 | 1.5100 |
| 52W Low: | 17/07/2024 | 0.2800 |
| Avg. price 1W: | 1.2580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8987 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8050 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.7360 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 308.99% | |
| Volatility 6M: | 247.56% | |
| Volatility 1Y: | 198.82% | |
| Volatility 3Y: | - |
