UC WAR. CALL 12/24 ESL/ DE000HC7MA78 /
| 7/9/2024 3:45:50 PM | Chg.-0.0600 | Bid4:00:28 PM | Ask4:00:28 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5400EUR | -10.00% | 0.4900 Bid Size: 60,000 |
0.5000 Ask Size: 60,000 |
ESSILORLUXO. INH. EO... | 220.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC7MA7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/23/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 32.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.31 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.16 |
| Parity: | -1.96 |
| Time value: | 0.61 |
| Break-even: | 226.10 |
| Moneyness: | 0.91 |
| Premium: | 0.13 |
| Premium p.a.: | 0.31 |
| Spread abs.: | 0.07 |
| Spread %: | 12.96% |
| Delta: | 0.33 |
| Theta: | -0.04 |
| Omega: | 10.89 |
| Rho: | 0.27 |
Quote data
| Open: | 0.5900 |
|---|---|
| High: | 0.5900 |
| Low: | 0.5400 |
| Previous Close: | 0.6000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.29% | ||
|---|---|---|---|
| 1 Month | -43.75% | ||
| 3 Months | -38.64% | ||
| YTD | +14.89% | ||
| 1 Year | -12.90% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7200 | 0.6000 |
|---|---|---|
| 1M High / 1M Low: | 1.0600 | 0.6000 |
| 6M High / 6M Low: | 1.3100 | 0.2900 |
| High (YTD): | 3/20/2024 | 1.3100 |
| Low (YTD): | 1/23/2024 | 0.2900 |
| 52W High: | 3/20/2024 | 1.3100 |
| 52W Low: | 10/3/2023 | 0.2800 |
| Avg. price 1W: | 0.6580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8476 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7962 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6513 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 201.12% | |
| Volatility 6M: | 147.38% | |
| Volatility 1Y: | 138.37% | |
| Volatility 3Y: | - |
