UC WAR. CALL 12/24 SEJ1/ DE000HC7MCP2 /
31/07/2024 17:46:20 | Chg.-0.2300 | Bid17:58:36 | Ask17:58:36 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.9700EUR | -7.19% | 2.9600 Bid Size: 8,000 |
2.9900 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: | - |