UniCredit Call 14 IBE1 18.12.2024/  DE000HC7MAV4  /

EUWAX
8/5/2024  9:12:44 PM Chg.- Bid9:39:43 AM Ask9:39:43 AM Underlying Strike price Expiration date Option type
0.077EUR - 0.069
Bid Size: 70,000
0.076
Ask Size: 70,000
IBERDROLA INH. EO... 14.00 - 12/18/2024 Call
 

Master data

WKN: HC7MAV
Issuer: UniCredit
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 12/18/2024
Issue date: 6/23/2023
Last trading day: 12/17/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 61.75
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.16
Parity: -1.65
Time value: 0.20
Break-even: 14.20
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.46
Spread abs.: 0.15
Spread %: 300.00%
Delta: 0.22
Theta: 0.00
Omega: 13.74
Rho: 0.01
 

Quote data

Open: 0.040
High: 0.110
Low: 0.040
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month  
+24.19%
3 Months  
+37.50%
YTD
  -54.71%
1 Year
  -30.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.030
1M High / 1M Low: 0.080 0.004
6M High / 6M Low: 0.160 0.004
High (YTD): 1/8/2024 0.180
Low (YTD): 7/19/2024 0.004
52W High: 12/8/2023 0.200
52W Low: 7/19/2024 0.004
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.051
Avg. volume 1M:   0.000
Avg. price 6M:   0.059
Avg. volume 6M:   188.976
Avg. price 1Y:   0.083
Avg. volume 1Y:   94.118
Volatility 1M:   3,084.43%
Volatility 6M:   1,265.65%
Volatility 1Y:   909.55%
Volatility 3Y:   -