UC WAR. CALL 12/24 MCHA/ DE000HC7MB28 /
2024-08-14 9:46:57 PM | Chg.+0.370 | Bid9:59:39 PM | Ask9:59:39 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.420EUR | +7.33% | 5.400 Bid Size: 1,000 |
5.500 Ask Size: 1,000 |
Cie Generale des Eta... | 30.00 - | 2024-12-18 | Call |
Master data
WKN: | HC7MB2 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Cie Generale des Etablissements Michelin SA |
Type: | Warrant |
Option type: | Call |
Strike price: | 30.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-23 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.64 |
Leverage: | Yes |
Calculated values
Fair value: | 4.54 |
---|---|
Intrinsic value: | 4.05 |
Implied volatility: | 0.30 |
Historic volatility: | 0.17 |
Parity: | 4.05 |
Time value: | 1.08 |
Break-even: | 35.13 |
Moneyness: | 1.14 |
Premium: | 0.03 |
Premium p.a.: | 0.09 |
Spread abs.: | 0.10 |
Spread %: | 1.99% |
Delta: | 0.81 |
Theta: | -0.01 |
Omega: | 5.36 |
Rho: | 0.08 |
Quote data
Open: | 5.140 |
---|---|
High: | 5.420 |
Low: | 5.140 |
Previous Close: | 5.050 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +5.45% | ||
---|---|---|---|
1 Month | -9.36% | ||
3 Months | -27.64% | ||
YTD | +23.18% | ||
1 Year | +95.67% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.420 | 5.050 |
---|---|---|
1M High / 1M Low: | 7.370 | 5.050 |
6M High / 6M Low: | 9.270 | 4.340 |
High (YTD): | 2024-06-13 | 9.270 |
Low (YTD): | 2024-01-17 | 2.880 |
52W High: | 2024-06-13 | 9.270 |
52W Low: | 2023-10-25 | 1.910 |
Avg. price 1W: | 5.204 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.962 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 6.501 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 4.830 | |
Avg. volume 1Y: | .117 | |
Volatility 1M: | 107.49% | |
Volatility 6M: | 78.34% | |
Volatility 1Y: | 85.01% | |
Volatility 3Y: | - |