UC WAR. CALL 12/24 VVU/ DE000HC7Y5C5 /
2024-09-26 11:45:04 AM | Chg.- | Bid12:08:01 PM | Ask2024-09-26 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.7800EUR | - | 1.7600 Bid Size: 45,000 |
- Ask Size: 45,000 |
VIVENDI SE INH. E... | 9.00 - | 2024-12-18 | Call |
Master data
WKN: | HC7Y5C |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VIVENDI SE INH. EO 5,5 |
Type: | Warrant |
Option type: | Call |
Strike price: | 9.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-07-10 |
Last trading day: | 2024-09-26 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.56 |
Leverage: | Yes |
Calculated values
Fair value: | 1.31 |
---|---|
Intrinsic value: | 1.23 |
Implied volatility: | 0.65 |
Historic volatility: | 0.21 |
Parity: | 1.23 |
Time value: | 0.61 |
Break-even: | 10.84 |
Moneyness: | 1.14 |
Premium: | 0.06 |
Premium p.a.: | 0.35 |
Spread abs.: | 0.11 |
Spread %: | 6.36% |
Delta: | 0.73 |
Theta: | -0.01 |
Omega: | 4.07 |
Rho: | 0.01 |
Quote data
Open: | 1.6500 |
---|---|
High: | 1.7800 |
Low: | 1.6500 |
Previous Close: | 1.7700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +19.46% | ||
3 Months | +11.25% | ||
YTD | +10.56% | ||
1 Year | +89.36% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 1.8200 | 1.4900 |
6M High / 6M Low: | 2.2900 | 0.8200 |
High (YTD): | 2024-07-16 | 2.2900 |
Low (YTD): | 2024-08-06 | 0.8200 |
52W High: | 2024-07-16 | 2.2900 |
52W Low: | 2024-08-06 | 0.8200 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 1.6146 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.4360 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.4104 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 79.39% | |
Volatility 6M: | 103.93% | |
Volatility 1Y: | 98.74% | |
Volatility 3Y: | - |