UniCredit Call 2.8 IES 18.12.2024
/ DE000HC7RGX6
UniCredit Call 2.8 IES 18.12.2024/ DE000HC7RGX6 /
| 09/09/2024 19:39:02 |
Chg.+0.060 |
Bid21:59:12 |
Ask21:59:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+6.67% |
-
Bid Size: - |
-
Ask Size: - |
INTESA SANPAOLO |
2.80 - |
18/12/2024 |
Call |
Master data
| WKN: |
HC7RGX |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.80 - |
| Maturity: |
18/12/2024 |
| Issue date: |
28/06/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.21 |
| Parity: |
0.87 |
| Time value: |
0.08 |
| Break-even: |
3.75 |
| Moneyness: |
1.31 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.11 |
| Spread %: |
13.10% |
| Delta: |
0.89 |
| Theta: |
0.00 |
| Omega: |
3.43 |
| Rho: |
0.01 |
Quote data
| Open: |
0.930 |
| High: |
0.960 |
| Low: |
0.930 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.23% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
+15.66% |
| YTD |
|
|
+540.00% |
| 1 Year |
|
|
+966.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.900 |
| 1M High / 1M Low: |
1.000 |
0.710 |
| 6M High / 6M Low: |
1.030 |
0.360 |
| High (YTD): |
30/07/2024 |
1.030 |
| Low (YTD): |
17/01/2024 |
0.170 |
| 52W High: |
30/07/2024 |
1.030 |
| 52W Low: |
19/10/2023 |
0.061 |
| Avg. price 1W: |
|
0.948 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.878 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.763 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.463 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
73.89% |
| Volatility 6M: |
|
98.57% |
| Volatility 1Y: |
|
118.72% |
| Volatility 3Y: |
|
- |
