UC WAR. CALL 12/24 SGM/ DE000HC7MCZ1 /
2024-07-05 9:45:37 PM | Chg.+0.0120 | Bid9:59:31 PM | Ask9:59:31 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0740EUR | +19.35% | 0.0700 Bid Size: 30,000 |
0.0800 Ask Size: 30,000 |
STMICROELECTRONICS | 50.00 - | 2024-12-18 | Call |
Master data
WKN: | HC7MCZ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | STMICROELECTRONICS |
Type: | Warrant |
Option type: | Call |
Strike price: | 50.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-23 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 48.66 |
Leverage: | Yes |
Calculated values
Fair value: | 0.05 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.34 |
Historic volatility: | 0.30 |
Parity: | -1.11 |
Time value: | 0.08 |
Break-even: | 50.80 |
Moneyness: | 0.78 |
Premium: | 0.30 |
Premium p.a.: | 0.80 |
Spread abs.: | 0.01 |
Spread %: | 14.29% |
Delta: | 0.18 |
Theta: | -0.01 |
Omega: | 8.88 |
Rho: | 0.03 |
Quote data
Open: | 0.0670 |
---|---|
High: | 0.0740 |
Low: | 0.0670 |
Previous Close: | 0.0620 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +42.31% | ||
---|---|---|---|
1 Month | -47.14% | ||
3 Months | -47.14% | ||
YTD | -84.58% | ||
1 Year | -86.79% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0740 | 0.0470 |
---|---|---|
1M High / 1M Low: | 0.1400 | 0.0470 |
6M High / 6M Low: | 0.3600 | 0.0470 |
High (YTD): | 2024-01-02 | 0.4100 |
Low (YTD): | 2024-07-01 | 0.0470 |
52W High: | 2023-07-27 | 0.8800 |
52W Low: | 2024-07-01 | 0.0470 |
Avg. price 1W: | 0.0594 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0859 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1697 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.3008 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 224.17% | |
Volatility 6M: | 196.24% | |
Volatility 1Y: | 167.23% | |
Volatility 3Y: | - |