UC WAR. CALL 12/24 SEJ1/ DE000HC7MCR8 /
| 11/15/2024 9:47:01 PM | Chg.-0.0700 | Bid9:59:04 PM | Ask9:59:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7000EUR | -9.09% | 0.5500 Bid Size: 6,000 |
0.8500 Ask Size: 6,000 |
SAFRAN INH. EO... | 220.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC7MCR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/23/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 25.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.39 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.19 |
| Parity: | -0.29 |
| Time value: | 0.85 |
| Break-even: | 228.50 |
| Moneyness: | 0.99 |
| Premium: | 0.05 |
| Premium p.a.: | 0.79 |
| Spread abs.: | 0.30 |
| Spread %: | 54.55% |
| Delta: | 0.48 |
| Theta: | -0.16 |
| Omega: | 12.36 |
| Rho: | 0.08 |
Quote data
| Open: | 0.6400 |
|---|---|
| High: | 0.7500 |
| Low: | 0.6400 |
| Previous Close: | 0.7700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.65% | ||
|---|---|---|---|
| 1 Month | +9.38% | ||
| 3 Months | +59.09% | ||
| YTD | +133.33% | ||
| 1 Year | +70.73% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1600 | 0.6900 |
|---|---|---|
| 1M High / 1M Low: | 1.1600 | 0.4700 |
| 6M High / 6M Low: | 1.5600 | 0.2800 |
| High (YTD): | 3/26/2024 | 1.5800 |
| Low (YTD): | 9/6/2024 | 0.2800 |
| 52W High: | 3/26/2024 | 1.5800 |
| 52W Low: | 9/6/2024 | 0.2800 |
| Avg. price 1W: | 0.8260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7148 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7224 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.7527 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 298.44% | |
| Volatility 6M: | 222.34% | |
| Volatility 1Y: | 177.00% | |
| Volatility 3Y: | - |
