UC WAR. CALL 12/24 G1A/ DE000HC7L1U1 /
| 11/09/2024 21:45:13 | Chg.-0.0100 | Bid21:59:09 | Ask21:59:09 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3600EUR | -2.70% | 0.3600 Bid Size: 15,000 |
0.3900 Ask Size: 15,000 |
GEA GROUP AG | 40.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC7L1U |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GEA GROUP AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 22/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.33 |
|---|---|
| Intrinsic value: | 0.23 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.20 |
| Parity: | 0.23 |
| Time value: | 0.16 |
| Break-even: | 43.90 |
| Moneyness: | 1.06 |
| Premium: | 0.04 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.03 |
| Spread %: | 8.33% |
| Delta: | 0.70 |
| Theta: | -0.01 |
| Omega: | 7.56 |
| Rho: | 0.07 |
Quote data
| Open: | 0.3400 |
|---|---|
| High: | 0.3700 |
| Low: | 0.3400 |
| Previous Close: | 0.3700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +38.46% | ||
| 3 Months | +71.43% | ||
| YTD | +33.33% | ||
| 1 Year | +2.86% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3700 | 0.3200 |
|---|---|---|
| 1M High / 1M Low: | 0.3900 | 0.2700 |
| 6M High / 6M Low: | 0.3900 | 0.1700 |
| High (YTD): | 30/08/2024 | 0.3900 |
| Low (YTD): | 06/06/2024 | 0.1700 |
| 52W High: | 30/08/2024 | 0.3900 |
| 52W Low: | 01/11/2023 | 0.1300 |
| Avg. price 1W: | 0.3520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3177 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2582 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2368 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 92.13% | |
| Volatility 6M: | 133.65% | |
| Volatility 1Y: | 132.05% | |
| Volatility 3Y: | - |
