UC WAR. CALL 12/24 IES/ DE000HC7ZW77 /
| 2024-09-06 9:47:11 PM | Chg.-0.0800 | Bid9:59:39 PM | Ask9:59:39 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5300EUR | -13.11% | 0.4600 Bid Size: 30,000 |
0.5700 Ask Size: 30,000 |
INTESA SANPAOLO | 3.20 - | 2024-12-18 | Call |
Master data
| WKN: | HC7ZW7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3.20 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-07-12 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.51 |
|---|---|
| Intrinsic value: | 0.47 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.21 |
| Parity: | 0.47 |
| Time value: | 0.10 |
| Break-even: | 3.77 |
| Moneyness: | 1.15 |
| Premium: | 0.03 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.11 |
| Spread %: | 23.91% |
| Delta: | 0.82 |
| Theta: | 0.00 |
| Omega: | 5.25 |
| Rho: | 0.01 |
Quote data
| Open: | 0.5800 |
|---|---|
| High: | 0.5800 |
| Low: | 0.5300 |
| Previous Close: | 0.6100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.52% | ||
|---|---|---|---|
| 1 Month | +47.22% | ||
| 3 Months | +1.92% | ||
| YTD | +829.82% | ||
| 1 Year | +1458.82% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6300 | 0.5300 |
|---|---|---|
| 1M High / 1M Low: | 0.6300 | 0.3600 |
| 6M High / 6M Low: | 0.6700 | 0.1500 |
| High (YTD): | 2024-07-30 | 0.6700 |
| Low (YTD): | 2024-01-17 | 0.0640 |
| 52W High: | 2024-07-30 | 0.6700 |
| 52W Low: | 2023-10-25 | 0.0250 |
| Avg. price 1W: | 0.5840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4935 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4284 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2462 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 99.42% | |
| Volatility 6M: | 133.12% | |
| Volatility 1Y: | 144.58% | |
| Volatility 3Y: | - |
