UC WAR. CALL 12/24 SEJ1/ DE000HC7MCP2 /
| 7/8/2024 9:46:55 PM | Chg.+0.2000 | Bid9:59:54 PM | Ask9:59:54 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.2700EUR | +6.51% | 3.2300 Bid Size: 4,000 |
3.2900 Ask Size: 4,000 |
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: | 6.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.68 |
|---|---|
| Intrinsic value: | 2.25 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.18 |
| Parity: | 2.25 |
| Time value: | 0.86 |
| Break-even: | 211.10 |
| Moneyness: | 1.13 |
| Premium: | 0.04 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.06 |
| Spread %: | 1.97% |
| Delta: | 0.78 |
| Theta: | -0.05 |
| Omega: | 5.07 |
| Rho: | 0.57 |
Quote data
| Open: | 2.9700 |
|---|---|
| High: | 3.3200 |
| Low: | 2.9700 |
| Previous Close: | 3.0700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.57% | ||
|---|---|---|---|
| 1 Month | -9.92% | ||
| 3 Months | -12.57% | ||
| YTD | +205.61% | ||
| 1 Year | +388.06% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.2200 | 2.9000 |
|---|---|---|
| 1M High / 1M Low: | 3.6100 | 2.6300 |
| 6M High / 6M Low: | 4.3900 | 1.0900 |
| High (YTD): | 5/27/2024 | 4.3900 |
| Low (YTD): | 1/3/2024 | 1.0300 |
| 52W High: | 5/27/2024 | 4.3900 |
| 52W Low: | 7/17/2023 | 0.6900 |
| Avg. price 1W: | 3.0640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.0550 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.9582 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.9744 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 116.24% | |
| Volatility 6M: | 88.99% | |
| Volatility 1Y: | 86.48% | |
| Volatility 3Y: | - |
