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UniCredit Call 180 SEJ1 18.12.202.../  DE000HC7MCP2  /

Frankfurt Zert./HVB
05/08/2024  12:35:55 Chg.-0.070 Bid12:49:27 Ask12:49:27 Underlying Strike price Expiration date Option type
2.030EUR -3.33% 2.080
Bid Size: 40,000		 2.090
Ask Size: 40,000		 SAFRAN INH. EO... 180.00 - 18/12/2024 Call
 

Master data

WKN: HC7MCP
Issuer: UniCredit
Currency: EUR
Underlying: SAFRAN INH. EO -,20
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 18/12/2024
Issue date: 23/06/2023
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.27
Leverage: Yes

Calculated values

Fair value: 1.68
Intrinsic value: 1.12
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 1.12
Time value: 1.20
Break-even: 203.10
Moneyness: 1.06
Premium: 0.06
Premium p.a.: 0.18
Spread abs.: 0.23
Spread %: 11.06%
Delta: 0.68
Theta: -0.06
Omega: 5.59
Rho: 0.39
 

Quote data

Open: 1.880
High: 2.030
Low: 1.880
Previous Close: 2.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -27.76%
1 Month
  -32.78%
3 Months
  -40.82%
YTD  
+89.72%
1 Year  
+123.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.200 2.100
1M High / 1M Low: 3.250 2.100
6M High / 6M Low: 4.390 1.520
High (YTD): 27/05/2024 4.390
Low (YTD): 05/01/2024 1.030
52W High: 27/05/2024 4.390
52W Low: 05/10/2023 0.730
Avg. price 1W:   2.646
Avg. volume 1W:   0.000
Avg. price 1M:   2.886
Avg. volume 1M:   0.000
Avg. price 6M:   3.176
Avg. volume 6M:   0.000
Avg. price 1Y:   2.118
Avg. volume 1Y:   0.000
Volatility 1M:   158.22%
Volatility 6M:   104.15%
Volatility 1Y:   96.66%
Volatility 3Y:   -