UC WAR. CALL 12/24 G1A/ DE000HC7L1V9 /
11/10/2024 21:46:09 | Chg.+0.0300 | Bid21:59:38 | Ask21:59:38 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2900EUR | +11.54% | 0.2500 Bid Size: 15,000 |
0.3600 Ask Size: 15,000 |
GEA GROUP AG | 45.00 - | 18/12/2024 | Call |
Master data
WKN: | HC7L1V |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GEA GROUP AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 45.00 - |
Maturity: | 18/12/2024 |
Issue date: | 22/06/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 12.90 |
Leverage: | Yes |
Calculated values
Fair value: | 0.25 |
---|---|
Intrinsic value: | 0.14 |
Implied volatility: | 0.34 |
Historic volatility: | 0.20 |
Parity: | 0.14 |
Time value: | 0.22 |
Break-even: | 48.60 |
Moneyness: | 1.03 |
Premium: | 0.05 |
Premium p.a.: | 0.28 |
Spread abs.: | 0.11 |
Spread %: | 44.00% |
Delta: | 0.63 |
Theta: | -0.02 |
Omega: | 8.11 |
Rho: | 0.05 |
Quote data
Open: | 0.2600 |
---|---|
High: | 0.2900 |
Low: | 0.2600 |
Previous Close: | 0.2600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +11.54% | ||
---|---|---|---|
1 Month | +141.67% | ||
3 Months | +141.67% | ||
YTD | +123.08% | ||
1 Year | +241.18% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2900 | 0.2200 |
---|---|---|
1M High / 1M Low: | 0.2900 | 0.1000 |
6M High / 6M Low: | 0.2900 | 0.0490 |
High (YTD): | 11/10/2024 | 0.2900 |
Low (YTD): | 06/06/2024 | 0.0490 |
52W High: | 11/10/2024 | 0.2900 |
52W Low: | 06/06/2024 | 0.0490 |
Avg. price 1W: | 0.2540 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1762 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1013 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.0964 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 281.36% | |
Volatility 6M: | 223.36% | |
Volatility 1Y: | 207.45% | |
Volatility 3Y: | - |