UC WAR. CALL 12/24 SEJ1/ DE000HC7MCP2 /
| 2024-09-06 9:45:11 PM | Chg.-0.0300 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0200EUR | -1.46% | 1.8800 Bid Size: 3,000 |
2.1100 Ask Size: 3,000 |
SAFRAN INH. EO... | 180.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7MCP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.22 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.67 |
|---|---|
| Intrinsic value: | 1.27 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.19 |
| Parity: | 1.27 |
| Time value: | 0.83 |
| Break-even: | 200.90 |
| Moneyness: | 1.07 |
| Premium: | 0.04 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.06 |
| Spread %: | 2.96% |
| Delta: | 0.71 |
| Theta: | -0.06 |
| Omega: | 6.53 |
| Rho: | 0.33 |
Quote data
| Open: | 2.0500 |
|---|---|
| High: | 2.2900 |
| Low: | 2.0200 |
| Previous Close: | 2.0500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.20% | ||
|---|---|---|---|
| 1 Month | -3.35% | ||
| 3 Months | -47.94% | ||
| YTD | +88.79% | ||
| 1 Year | +132.18% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5000 | 2.0500 |
|---|---|---|
| 1M High / 1M Low: | 2.5000 | 2.0500 |
| 6M High / 6M Low: | 4.3900 | 2.0500 |
| High (YTD): | 2024-05-27 | 4.3900 |
| Low (YTD): | 2024-01-03 | 1.0300 |
| 52W High: | 2024-05-27 | 4.3900 |
| 52W Low: | 2023-10-05 | 0.7400 |
| Avg. price 1W: | 2.2360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2883 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.1840 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.2551 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 61.04% | |
| Volatility 6M: | 91.35% | |
| Volatility 1Y: | 92.56% | |
| Volatility 3Y: | - |
