UC WAR. CALL 12/24 SEJ1/ DE000HC7MCR8 /
| 2024-08-01 7:45:43 PM | Chg.-0.2700 | Bid8:25:22 PM | Ask8:25:22 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4100EUR | -39.71% | 0.3200 Bid Size: 10,000 |
0.4600 Ask Size: 10,000 |
SAFRAN INH. EO... | 220.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7MCR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 28.61 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.40 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.18 |
| Parity: | -1.69 |
| Time value: | 0.71 |
| Break-even: | 227.10 |
| Moneyness: | 0.92 |
| Premium: | 0.12 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.06 |
| Spread %: | 9.23% |
| Delta: | 0.36 |
| Theta: | -0.05 |
| Omega: | 10.35 |
| Rho: | 0.25 |
Quote data
| Open: | 0.6400 |
|---|---|
| High: | 0.6400 |
| Low: | 0.4100 |
| Previous Close: | 0.6800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -33.87% | ||
|---|---|---|---|
| 1 Month | -44.59% | ||
| 3 Months | -60.95% | ||
| YTD | +36.67% | ||
| 1 Year | +5.13% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8200 | 0.6200 |
|---|---|---|
| 1M High / 1M Low: | 0.8500 | 0.6100 |
| 6M High / 6M Low: | 1.5800 | 0.4300 |
| High (YTD): | 2024-03-26 | 1.5800 |
| Low (YTD): | 2024-01-03 | 0.2900 |
| 52W High: | 2024-03-26 | 1.5800 |
| 52W Low: | 2023-10-05 | 0.2500 |
| Avg. price 1W: | 0.7120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7187 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0120 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6815 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 205.68% | |
| Volatility 6M: | 144.30% | |
| Volatility 1Y: | 128.52% | |
| Volatility 3Y: | - |
