UC WAR. CALL 12/24 SEJ1/ DE000HC7MCR8 /
| 6/28/2024 1:47:07 PM | Chg.-0.0500 | Bid3:27:07 PM | Ask3:27:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6000EUR | -7.69% | 0.6200 Bid Size: 60,000 |
0.6300 Ask Size: 60,000 |
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: | 29.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.34 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.18 |
| Parity: | -2.22 |
| Time value: | 0.67 |
| Break-even: | 226.70 |
| Moneyness: | 0.90 |
| Premium: | 0.15 |
| Premium p.a.: | 0.33 |
| Spread abs.: | 0.06 |
| Spread %: | 9.84% |
| Delta: | 0.33 |
| Theta: | -0.04 |
| Omega: | 9.76 |
| Rho: | 0.28 |
Quote data
| Open: | 0.6000 |
|---|---|
| High: | 0.6100 |
| Low: | 0.6000 |
| Previous Close: | 0.6500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -25.93% | ||
|---|---|---|---|
| 1 Month | -57.45% | ||
| 3 Months | -61.78% | ||
| YTD | +100.00% | ||
| 1 Year | +66.67% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8100 | 0.6100 |
|---|---|---|
| 1M High / 1M Low: | 1.5100 | 0.6100 |
| 6M High / 6M Low: | 1.5800 | 0.2900 |
| High (YTD): | 3/26/2024 | 1.5800 |
| Low (YTD): | 1/3/2024 | 0.2900 |
| 52W High: | 3/26/2024 | 1.5800 |
| 52W Low: | 10/5/2023 | 0.2500 |
| Avg. price 1W: | 0.7000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0257 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9465 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6455 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 156.80% | |
| Volatility 6M: | 126.50% | |
| Volatility 1Y: | 118.36% | |
| Volatility 3Y: | - |
