UC WAR. CALL 12/24 G1A/ DE000HC7L1U1 /
| 2024-08-06 11:47:03 AM | Chg.-0.0100 | Bid12:48:11 PM | Ask12:48:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2000EUR | -4.76% | - Bid Size: 175,000 |
- Ask Size: 175,000 |
GEA GROUP AG | 40.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7L1U |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GEA GROUP AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-22 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 17.55 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.20 |
| Parity: | -0.14 |
| Time value: | 0.22 |
| Break-even: | 42.20 |
| Moneyness: | 0.97 |
| Premium: | 0.09 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.02 |
| Spread %: | 10.00% |
| Delta: | 0.48 |
| Theta: | -0.01 |
| Omega: | 8.43 |
| Rho: | 0.06 |
Quote data
| Open: | 0.2200 |
|---|---|
| High: | 0.2200 |
| Low: | 0.2000 |
| Previous Close: | 0.2100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -35.48% | ||
|---|---|---|---|
| 1 Month | -33.33% | ||
| 3 Months | 0.00% | ||
| YTD | -25.93% | ||
| 1 Year | -55.56% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3200 | 0.2100 |
|---|---|---|
| 1M High / 1M Low: | 0.3200 | 0.2100 |
| 6M High / 6M Low: | 0.3300 | 0.1700 |
| High (YTD): | 2024-03-22 | 0.3300 |
| Low (YTD): | 2024-06-06 | 0.1700 |
| 52W High: | 2023-08-07 | 0.4300 |
| 52W Low: | 2023-11-01 | 0.1300 |
| Avg. price 1W: | 0.2720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2810 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2453 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2414 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 138.52% | |
| Volatility 6M: | 136.77% | |
| Volatility 1Y: | 129.01% | |
| Volatility 3Y: | - |
