UC WAR. CALL 12/24 EVK/ DE000HC7L0Y5 /
| 10/10/2024 7:46:10 PM | Chg.-0.0600 | Bid8:36:01 PM | Ask8:36:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5200EUR | -10.34% | 0.4900 Bid Size: 8,000 |
0.5500 Ask Size: 8,000 |
EVONIK INDUSTRIES NA... | 22.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC7L0Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | EVONIK INDUSTRIES NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 22.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/22/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 34.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.41 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.19 |
| Parity: | -0.86 |
| Time value: | 0.62 |
| Break-even: | 22.62 |
| Moneyness: | 0.96 |
| Premium: | 0.07 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.11 |
| Spread %: | 21.57% |
| Delta: | 0.40 |
| Theta: | -0.01 |
| Omega: | 13.64 |
| Rho: | 0.01 |
Quote data
| Open: | 0.5100 |
|---|---|
| High: | 0.5300 |
| Low: | 0.5100 |
| Previous Close: | 0.5800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.14% | ||
|---|---|---|---|
| 1 Month | +85.71% | ||
| 3 Months | +30.00% | ||
| YTD | -8.77% | ||
| 1 Year | -22.39% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5800 | 0.5100 |
|---|---|---|
| 1M High / 1M Low: | 0.6200 | 0.2800 |
| 6M High / 6M Low: | 0.8100 | 0.1500 |
| High (YTD): | 5/15/2024 | 0.8100 |
| Low (YTD): | 3/6/2024 | 0.0620 |
| 52W High: | 11/15/2023 | 0.8400 |
| 52W Low: | 3/6/2024 | 0.0620 |
| Avg. price 1W: | 0.5580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4682 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4298 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4161 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 242.28% | |
| Volatility 6M: | 177.81% | |
| Volatility 1Y: | 192.85% | |
| Volatility 3Y: | - |
