UC WAR. CALL 12/24 SEJ1/ DE000HC7MCP2 /
9/6/2024 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 - | 12/18/2024 | Call |
Master data
WKN: | HC7MCP |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SAFRAN INH. EO -,20 |
Type: | Warrant |
Option type: | Call |
Strike price: | 180.00 - |
Maturity: | 12/18/2024 |
Issue date: | 6/23/2023 |
Last trading day: | 12/17/2024 |
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): | 5/27/2024 | 4.3900 |
Low (YTD): | 1/3/2024 | 1.0300 |
52W High: | 5/27/2024 | 4.3900 |
52W Low: | 10/5/2023 | 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: | - |