UC WAR. CALL 12/24 MCHA/ DE000HC7MB28 /
9/18/2024 11:46:58 AM | Chg.- | Bid12:03:01 PM | Ask9/18/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
6.940EUR | - | 6.930 Bid Size: 15,000 |
- Ask Size: 15,000 |
Cie Generale des Eta... | 30.00 - | 12/18/2024 | 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: | 12/18/2024 |
Issue date: | 6/23/2023 |
Last trading day: | 9/18/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.86 |
Leverage: | Yes |
Calculated values
Fair value: | 4.08 |
---|---|
Intrinsic value: | 3.89 |
Implied volatility: | 0.90 |
Historic volatility: | 0.17 |
Parity: | 3.89 |
Time value: | 3.08 |
Break-even: | 36.97 |
Moneyness: | 1.13 |
Premium: | 0.09 |
Premium p.a.: | 0.68 |
Spread abs.: | 0.14 |
Spread %: | 2.05% |
Delta: | 0.70 |
Theta: | -0.04 |
Omega: | 3.41 |
Rho: | 0.03 |
Quote data
Open: | 7.010 |
---|---|
High: | 7.010 |
Low: | 6.940 |
Previous Close: | 6.890 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | 0.00% | ||
3 Months | +21.33% | ||
YTD | +57.73% | ||
1 Year | +164.89% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 6.940 | 6.940 |
6M High / 6M Low: | 9.270 | 5.050 |
High (YTD): | 6/13/2024 | 9.270 |
Low (YTD): | 1/17/2024 | 2.880 |
52W High: | 6/13/2024 | 9.270 |
52W Low: | 10/25/2023 | 1.910 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 6.940 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 6.798 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 5.317 | |
Avg. volume 1Y: | .128 | |
Volatility 1M: | - | |
Volatility 6M: | 75.54% | |
Volatility 1Y: | 84.22% | |
Volatility 3Y: | - |