UC WAR. CALL 12/24 SEJ1/ DE000HC7MCP2 /
01/08/2024 11:45:45 | Chg.-0.4600 | Bid13:44:19 | Ask13:44:19 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.5100EUR | -15.49% | 2.5200 Bid Size: 30,000 |
2.5300 Ask Size: 30,000 |
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: | 6.79 |
Leverage: | Yes |
Calculated values
Fair value: | 2.67 |
---|---|
Intrinsic value: | 2.31 |
Implied volatility: | 0.29 |
Historic volatility: | 0.18 |
Parity: | 2.31 |
Time value: | 0.68 |
Break-even: | 209.90 |
Moneyness: | 1.13 |
Premium: | 0.03 |
Premium p.a.: | 0.09 |
Spread abs.: | 0.06 |
Spread %: | 2.05% |
Delta: | 0.80 |
Theta: | -0.05 |
Omega: | 5.44 |
Rho: | 0.51 |
Quote data
Open: | 2.8600 |
---|---|
High: | 2.8600 |
Low: | 2.5100 |
Previous Close: | 2.9700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -9.39% | ||
---|---|---|---|
1 Month | -17.43% | ||
3 Months | -23.48% | ||
YTD | +134.58% | ||
1 Year | +156.12% | ||
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: | 2.9680 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.9991 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.1839 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 2.1173 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 117.05% | |
Volatility 6M: | 92.09% | |
Volatility 1Y: | 89.44% | |
Volatility 3Y: | - |