UC WAR. CALL 12/24 MCHA/ DE000HC7MB44 /
| 2024-08-15 11:46:45 AM | Chg.-0.0100 | Bid11:56:10 AM | Ask11:56:10 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3500EUR | -2.78% | 0.3100 Bid Size: 15,000 |
0.3300 Ask Size: 15,000 |
Cie Generale des Eta... | 40.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7MB4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Cie Generale des Etablissements Michelin SA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 84.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.16 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.17 |
| Parity: | -5.44 |
| Time value: | 0.41 |
| Break-even: | 40.41 |
| Moneyness: | 0.86 |
| Premium: | 0.17 |
| Premium p.a.: | 0.58 |
| Spread abs.: | 0.10 |
| Spread %: | 32.26% |
| Delta: | 0.18 |
| Theta: | -0.01 |
| Omega: | 14.76 |
| Rho: | 0.02 |
Quote data
| Open: | 0.3200 |
|---|---|
| High: | 0.3500 |
| Low: | 0.3200 |
| Previous Close: | 0.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -39.66% | ||
| 3 Months | -72.44% | ||
| YTD | -55.70% | ||
| 1 Year | -38.60% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3600 | 0.3100 |
|---|---|---|
| 1M High / 1M Low: | 0.8700 | 0.3100 |
| 6M High / 6M Low: | 2.0200 | 0.3100 |
| High (YTD): | 2024-06-12 | 2.0200 |
| Low (YTD): | 2024-08-13 | 0.3100 |
| 52W High: | 2024-06-12 | 2.0200 |
| 52W Low: | 2024-08-13 | 0.3100 |
| Avg. price 1W: | 0.3360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5430 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0021 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.7774 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 275.95% | |
| Volatility 6M: | 172.29% | |
| Volatility 1Y: | 156.63% | |
| Volatility 3Y: | - |
