UC WAR. CALL 12/24 MCHA/ DE000HC7MB36 /
| 18/10/2024 19:46:24 | Chg.+0.1100 | Bid21:15:06 | Ask21:15:06 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0600EUR | +11.58% | 1.0300 Bid Size: 4,000 |
1.0900 Ask Size: 4,000 |
Cie Generale des Eta... | 35.00 - | 18/12/2024 | 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: | 18/12/2024 |
| Issue date: | 23/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 34.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.57 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.17 |
| Parity: | -1.11 |
| Time value: | 0.98 |
| Break-even: | 35.98 |
| Moneyness: | 0.97 |
| Premium: | 0.06 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.10 |
| Spread %: | 11.36% |
| Delta: | 0.42 |
| Theta: | -0.01 |
| Omega: | 14.37 |
| Rho: | 0.02 |
Quote data
| Open: | 0.9100 |
|---|---|
| High: | 1.1300 |
| Low: | 0.9100 |
| Previous Close: | 0.9500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.16% | ||
|---|---|---|---|
| 1 Month | -60.30% | ||
| 3 Months | -50.00% | ||
| YTD | -46.19% | ||
| 1 Year | -2.75% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2000 | 0.9000 |
|---|---|---|
| 1M High / 1M Low: | 3.1900 | 0.9000 |
| 6M High / 6M Low: | 5.0300 | 0.9000 |
| High (YTD): | 12/06/2024 | 5.0300 |
| Low (YTD): | 15/10/2024 | 0.9000 |
| 52W High: | 12/06/2024 | 5.0300 |
| 52W Low: | 25/10/2023 | 0.7700 |
| Avg. price 1W: | 1.0180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0345 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.8120 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.2810 | |
| Avg. volume 1Y: | 2.3438 | |
| Volatility 1M: | 227.27% | |
| Volatility 6M: | 149.40% | |
| Volatility 1Y: | 137.59% | |
| Volatility 3Y: | - |
