UniCredit Call 110 HOT 18.12.2024
/ DE000HC7Q480
UniCredit Call 110 HOT 18.12.2024/ DE000HC7Q480 /
30/08/2024 17:48:14 |
Chg.-0.010 |
Bid30/08/2024 |
Ask30/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
-1.25% |
0.790 Bid Size: 15,000 |
0.820 Ask Size: 15,000 |
HOCHTIEF AG |
110.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HC7Q48 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
HOCHTIEF AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 - |
Maturity: |
18/12/2024 |
Issue date: |
27/06/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
13.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.74 |
Intrinsic value: |
0.12 |
Implied volatility: |
0.30 |
Historic volatility: |
0.25 |
Parity: |
0.12 |
Time value: |
0.73 |
Break-even: |
118.50 |
Moneyness: |
1.01 |
Premium: |
0.07 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.07 |
Spread %: |
8.97% |
Delta: |
0.58 |
Theta: |
-0.04 |
Omega: |
7.65 |
Rho: |
0.17 |
Quote data
Open: |
0.810 |
High: |
0.840 |
Low: |
0.790 |
Previous Close: |
0.800 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.76% |
1 Month |
|
|
+5.33% |
3 Months |
|
|
+27.42% |
YTD |
|
|
+12.86% |
1 Year |
|
|
+2.60% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.890 |
0.740 |
1M High / 1M Low: |
0.890 |
0.530 |
6M High / 6M Low: |
1.090 |
0.450 |
High (YTD): |
24/01/2024 |
1.190 |
Low (YTD): |
11/06/2024 |
0.450 |
52W High: |
24/01/2024 |
1.190 |
52W Low: |
11/06/2024 |
0.450 |
Avg. price 1W: |
|
0.796 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.683 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.730 |
Avg. volume 6M: |
|
414.063 |
Avg. price 1Y: |
|
0.737 |
Avg. volume 1Y: |
|
207.031 |
Volatility 1M: |
|
142.00% |
Volatility 6M: |
|
179.51% |
Volatility 1Y: |
|
160.43% |
Volatility 3Y: |
|
- |