UniCredit Call 100 HOT 18.12.2024
/ DE000HC7L2J2
UniCredit Call 100 HOT 18.12.2024/ DE000HC7L2J2 /
| 8/30/2024 5:01:37 PM |
Chg.+0.06 |
Bid5:46:19 PM |
Ask5:46:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
+4.17% |
1.44
Bid Size: 10,000 |
1.47
Ask Size: 10,000 |
HOCHTIEF AG |
100.00 - |
12/18/2024 |
Call |
Master data
| WKN: |
HC7L2J |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
HOCHTIEF AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
6/22/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
1.12 |
| Time value: |
0.38 |
| Break-even: |
115.00 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.07 |
| Spread %: |
4.90% |
| Delta: |
0.78 |
| Theta: |
-0.03 |
| Omega: |
5.75 |
| Rho: |
0.21 |
Quote data
| Open: |
1.38 |
| High: |
1.50 |
| Low: |
1.38 |
| Previous Close: |
1.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.29% |
| 1 Month |
|
|
+13.64% |
| 3 Months |
|
|
+42.86% |
| YTD |
|
|
+38.89% |
| 1 Year |
|
|
+32.74% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.36 |
| 1M High / 1M Low: |
1.55 |
1.04 |
| 6M High / 6M Low: |
1.61 |
0.80 |
| High (YTD): |
1/24/2024 |
1.72 |
| Low (YTD): |
6/11/2024 |
0.80 |
| 52W High: |
1/24/2024 |
1.72 |
| 52W Low: |
10/20/2023 |
0.78 |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.16 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
107.97% |
| Volatility 6M: |
|
143.69% |
| Volatility 1Y: |
|
134.98% |
| Volatility 3Y: |
|
- |
