UniCredit Call 14 1U1 18.12.2024
/ DE000HC7Z4N4
UniCredit Call 14 1U1 18.12.2024/ DE000HC7Z4N4 /
| 2024-07-08 12:04:36 PM |
Chg.+0.070 |
Bid2024-07-08 |
Ask2024-07-08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.160EUR |
+2.27% |
3.160
Bid Size: 25,000 |
3.190
Ask Size: 25,000 |
1+1 AG INH O.N. |
14.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC7Z4N |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-07-11 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.70 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.32 |
| Parity: |
2.02 |
| Time value: |
1.19 |
| Break-even: |
17.21 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.16 |
| Spread %: |
5.25% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
3.68 |
| Rho: |
0.04 |
Quote data
| Open: |
3.150 |
| High: |
3.200 |
| Low: |
3.150 |
| Previous Close: |
3.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.95% |
| 1 Month |
|
|
-26.51% |
| 3 Months |
|
|
-12.47% |
| YTD |
|
|
-44.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.090 |
3.000 |
| 1M High / 1M Low: |
4.240 |
3.000 |
| 6M High / 6M Low: |
6.590 |
3.000 |
| High (YTD): |
2024-01-24 |
6.590 |
| Low (YTD): |
2024-07-02 |
3.000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.235 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.345 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.85% |
| Volatility 6M: |
|
69.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
