UC WAR. CALL 12/24 MCHA/ DE000HC7MB36 /
| 2024-08-15 11:45:41 AM | Chg.+0.0700 | Bid2024-08-15 | Ask2024-08-15 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8300EUR | +3.98% | 1.8100 Bid Size: 10,000 |
1.8300 Ask Size: 10,000 |
Cie Generale des Eta... | 35.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7MB3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Cie Generale des Etablissements Michelin SA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.78 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.38 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.17 |
| Parity: | -0.44 |
| Time value: | 1.84 |
| Break-even: | 36.84 |
| Moneyness: | 0.99 |
| Premium: | 0.07 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.10 |
| Spread %: | 5.75% |
| Delta: | 0.53 |
| Theta: | -0.01 |
| Omega: | 9.88 |
| Rho: | 0.06 |
Quote data
| Open: | 1.7200 |
|---|---|
| High: | 1.8400 |
| Low: | 1.7200 |
| Previous Close: | 1.7600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.57% | ||
|---|---|---|---|
| 1 Month | -20.43% | ||
| 3 Months | -49.45% | ||
| YTD | -7.11% | ||
| 1 Year | +45.24% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7600 | 1.5700 |
|---|---|---|
| 1M High / 1M Low: | 3.2500 | 1.5700 |
| 6M High / 6M Low: | 5.0300 | 1.5700 |
| High (YTD): | 2024-06-12 | 5.0300 |
| Low (YTD): | 2024-02-05 | 1.0700 |
| 52W High: | 2024-06-12 | 5.0300 |
| 52W Low: | 2023-10-25 | 0.7700 |
| Avg. price 1W: | 1.6980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2752 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.9555 | |
| Avg. volume 6M: | 2.3622 | |
| Avg. price 1Y: | 2.1512 | |
| Avg. volume 1Y: | 2.3438 | |
| Volatility 1M: | 188.43% | |
| Volatility 6M: | 124.88% | |
| Volatility 1Y: | 123.17% | |
| Volatility 3Y: | - |
