UC WAR. CALL 12/24 SEJ1/ DE000HC7MCP2 /
| 31/07/2024 17:46:20 | Chg.-0.2300 | Bid31/07/2024 | Ask31/07/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.9700EUR | -7.19% | 2.9700 Bid Size: 8,000 |
3.0000 Ask Size: 8,000 |
SAFRAN INH. EO... | 180.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC7MCP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 23/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.85 |
|---|---|
| Intrinsic value: | 2.50 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.18 |
| Parity: | 2.50 |
| Time value: | 0.75 |
| Break-even: | 212.50 |
| Moneyness: | 1.14 |
| Premium: | 0.04 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.06 |
| Spread %: | 1.88% |
| Delta: | 0.80 |
| Theta: | -0.05 |
| Omega: | 5.03 |
| Rho: | 0.50 |
Quote data
| Open: | 3.1900 |
|---|---|
| High: | 3.2000 |
| Low: | 2.8500 |
| Previous Close: | 3.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.83% | ||
|---|---|---|---|
| 1 Month | +9.19% | ||
| 3 Months | -9.45% | ||
| YTD | +177.57% | ||
| 1 Year | +172.48% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.2000 | 2.7700 |
|---|---|---|
| 1M High / 1M Low: | 3.2700 | 2.6800 |
| 6M High / 6M Low: | 4.3900 | 1.5300 |
| High (YTD): | 27/05/2024 | 4.3900 |
| Low (YTD): | 03/01/2024 | 1.0300 |
| 52W High: | 27/05/2024 | 4.3900 |
| 52W Low: | 05/10/2023 | 0.7400 |
| Avg. price 1W: | 2.9300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.0005 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.1725 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.1100 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 116.96% | |
| Volatility 6M: | 91.43% | |
| Volatility 1Y: | 89.73% | |
| Volatility 3Y: | - |
