UC WAR. CALL 12/24 SEJ1/ DE000HC7MCQ0 /
2024-09-06 9:45:56 PM | Chg.-0.0200 | Bid9:59:17 PM | Ask9:59:17 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8600EUR | -2.27% | 0.7300 Bid Size: 5,000 |
0.9600 Ask Size: 5,000 |
SAFRAN INH. EO... | 200.00 - | 2024-12-18 | Call |
Master data
WKN: | HC7MCQ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SAFRAN INH. EO -,20 |
Type: | Warrant |
Option type: | Call |
Strike price: | 200.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-23 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 20.94 |
Leverage: | Yes |
Calculated values
Fair value: | 0.53 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.28 |
Historic volatility: | 0.19 |
Parity: | -0.74 |
Time value: | 0.92 |
Break-even: | 209.20 |
Moneyness: | 0.96 |
Premium: | 0.09 |
Premium p.a.: | 0.34 |
Spread abs.: | 0.06 |
Spread %: | 6.98% |
Delta: | 0.46 |
Theta: | -0.06 |
Omega: | 9.57 |
Rho: | 0.22 |
Quote data
Open: | 0.8800 |
---|---|
High: | 1.0300 |
Low: | 0.8600 |
Previous Close: | 0.8800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -27.73% | ||
---|---|---|---|
1 Month | -11.34% | ||
3 Months | -64.02% | ||
YTD | +50.88% | ||
1 Year | +68.63% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.1900 | 0.8800 |
---|---|---|
1M High / 1M Low: | 1.1900 | 0.8800 |
6M High / 6M Low: | 2.8100 | 0.8800 |
High (YTD): | 2024-05-27 | 2.8100 |
Low (YTD): | 2024-01-03 | 0.5500 |
52W High: | 2024-05-27 | 2.8100 |
52W Low: | 2023-10-05 | 0.4200 |
Avg. price 1W: | 1.0040 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.0617 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.8498 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.3025 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 90.39% | |
Volatility 6M: | 121.24% | |
Volatility 1Y: | 115.57% | |
Volatility 3Y: | - |