UC WAR. CALL 12/24 IBE1/ DE000HC7MAT8 /
| 2024-07-09 1:45:58 PM | Chg.-0.0100 | Bid2:36:47 PM | Ask2:36:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2600EUR | -0.79% | 1.2500 Bid Size: 35,000 |
1.2600 Ask Size: 35,000 |
IBERDROLA INH. EO... | 11.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7MAT |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | IBERDROLA INH. EO -,75 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.16 |
|---|---|
| Intrinsic value: | 0.84 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.16 |
| Parity: | 0.84 |
| Time value: | 0.44 |
| Break-even: | 12.28 |
| Moneyness: | 1.08 |
| Premium: | 0.04 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.04 |
| Spread %: | 3.23% |
| Delta: | 0.76 |
| Theta: | 0.00 |
| Omega: | 7.00 |
| Rho: | 0.03 |
Quote data
| Open: | 1.2500 |
|---|---|
| High: | 1.2700 |
| Low: | 1.2500 |
| Previous Close: | 1.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.82% | ||
|---|---|---|---|
| 1 Month | -6.67% | ||
| 3 Months | +70.27% | ||
| YTD | -4.55% | ||
| 1 Year | +7.69% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3600 | 1.2500 |
|---|---|---|
| 1M High / 1M Low: | 1.5100 | 1.2100 |
| 6M High / 6M Low: | 1.5500 | 0.4700 |
| High (YTD): | 2024-05-15 | 1.5500 |
| Low (YTD): | 2024-02-28 | 0.4700 |
| 52W High: | 2024-05-15 | 1.5500 |
| 52W Low: | 2024-02-28 | 0.4700 |
| Avg. price 1W: | 1.2980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3267 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0093 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.9917 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 83.30% | |
| Volatility 6M: | 110.96% | |
| Volatility 1Y: | 107.62% | |
| Volatility 3Y: | - |
