UC WAR. CALL 12/24 HOT/ DE000HC7L2J2 /
| 24/10/2024 11:46:08 | Chg.- | Bid13:06:32 | Ask24/10/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7500EUR | - | 1.7500 Bid Size: 30,000 |
- Ask Size: 30,000 |
HOCHTIEF AG | 100.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC7L2J |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HOCHTIEF AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 22/06/2023 |
| Last trading day: | 24/10/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.50 |
|---|---|
| Intrinsic value: | 1.45 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.24 |
| Parity: | 1.45 |
| Time value: | 0.34 |
| Break-even: | 117.90 |
| Moneyness: | 1.15 |
| Premium: | 0.03 |
| Premium p.a.: | 0.30 |
| Spread abs.: | 0.23 |
| Spread %: | 14.74% |
| Delta: | 0.79 |
| Theta: | -0.09 |
| Omega: | 5.03 |
| Rho: | 0.08 |
Quote data
| Open: | 1.7600 |
|---|---|
| High: | 1.7900 |
| Low: | 1.7500 |
| Previous Close: | 1.7900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +28.68% | ||
| 3 Months | +44.63% | ||
| YTD | +60.55% | ||
| 1 Year | +86.17% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.8900 | 1.3100 |
| 6M High / 6M Low: | 1.8900 | 0.8400 |
| High (YTD): | 22/10/2024 | 1.8900 |
| Low (YTD): | 11/06/2024 | 0.8400 |
| 52W High: | 22/10/2024 | 1.8900 |
| 52W Low: | 11/06/2024 | 0.8400 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.6093 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2718 | |
| Avg. volume 6M: | .4878 | |
| Avg. price 1Y: | 1.2499 | |
| Avg. volume 1Y: | 2.1053 | |
| Volatility 1M: | 84.43% | |
| Volatility 6M: | 144.03% | |
| Volatility 1Y: | 130.79% | |
| Volatility 3Y: | - |
