UC WAR. CALL 12/24 SEJ1/ DE000HC7MCQ0 /
| 8/1/2024 11:45:39 AM | Chg.-0.3200 | Bid1:26:28 PM | Ask1:26:28 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2500EUR | -20.38% | 1.2900 Bid Size: 45,000 |
1.3000 Ask Size: 45,000 |
SAFRAN INH. EO... | 200.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC7MCQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/23/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.21 |
|---|---|
| Intrinsic value: | 0.31 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.18 |
| Parity: | 0.31 |
| Time value: | 1.29 |
| Break-even: | 216.00 |
| Moneyness: | 1.02 |
| Premium: | 0.06 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.06 |
| Spread %: | 3.90% |
| Delta: | 0.60 |
| Theta: | -0.06 |
| Omega: | 7.65 |
| Rho: | 0.41 |
Quote data
| Open: | 1.4900 |
|---|---|
| High: | 1.4900 |
| Low: | 1.2500 |
| Previous Close: | 1.5700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.79% | ||
|---|---|---|---|
| 1 Month | -24.70% | ||
| 3 Months | -35.90% | ||
| YTD | +119.30% | ||
| 1 Year | +104.92% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7800 | 1.4500 |
|---|---|---|
| 1M High / 1M Low: | 1.8300 | 1.4000 |
| 6M High / 6M Low: | 2.8100 | 0.8300 |
| High (YTD): | 5/27/2024 | 2.8100 |
| Low (YTD): | 1/3/2024 | 0.5500 |
| 52W High: | 5/27/2024 | 2.8100 |
| 52W Low: | 10/5/2023 | 0.4200 |
| Avg. price 1W: | 1.6000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6174 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9014 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.2511 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 160.54% | |
| Volatility 6M: | 118.75% | |
| Volatility 1Y: | 110.29% | |
| Volatility 3Y: | - |
