UC WAR. CALL 12/24 IBE1/ DE000HC7MAU6 /
| 2024-09-23 11:46:07 AM | Chg.- | Bid12:08:24 PM | Ask2024-09-23 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8600EUR | - | 1.8600 Bid Size: 25,000 |
- Ask Size: 25,000 |
IBERDROLA INH. EO... | 12.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7MAU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | IBERDROLA INH. EO -,75 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-09-23 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.61 |
|---|---|
| Intrinsic value: | 1.53 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.15 |
| Parity: | 1.53 |
| Time value: | 0.35 |
| Break-even: | 13.88 |
| Moneyness: | 1.13 |
| Premium: | 0.03 |
| Premium p.a.: | 0.15 |
| Spread abs.: | -0.08 |
| Spread %: | -4.08% |
| Delta: | 0.80 |
| Theta: | -0.01 |
| Omega: | 5.75 |
| Rho: | 0.02 |
Quote data
| Open: | 1.7100 |
|---|---|
| High: | 1.8600 |
| Low: | 1.7100 |
| Previous Close: | 1.7400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +14.81% | ||
| 3 Months | +173.53% | ||
| YTD | +148.00% | ||
| 1 Year | +313.33% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.9000 | 1.5200 |
| 6M High / 6M Low: | 1.9000 | 0.3400 |
| High (YTD): | 2024-09-17 | 1.9000 |
| Low (YTD): | 2024-02-28 | 0.1900 |
| 52W High: | 2024-09-17 | 1.9000 |
| 52W Low: | 2024-02-28 | 0.1900 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.7122 | |
| Avg. volume 1M: | 2.2222 | |
| Avg. price 6M: | 0.7943 | |
| Avg. volume 6M: | .5128 | |
| Avg. price 1Y: | 0.6221 | |
| Avg. volume 1Y: | .2469 | |
| Volatility 1M: | 126.51% | |
| Volatility 6M: | 146.92% | |
| Volatility 1Y: | 142.13% | |
| Volatility 3Y: | - |
