UniCredit Call 25 FNTN 18.12.2024
/ DE000HC7L1C9
UniCredit Call 25 FNTN 18.12.2024/ DE000HC7L1C9 /
| 11/09/2024 10:16:29 |
Chg.-0.14 |
Bid10:44:00 |
Ask10:44:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.18EUR |
-6.03% |
2.22
Bid Size: 14,000 |
2.23
Ask Size: 14,000 |
FREENET AG NA O.N. |
25.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HC7L1C |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
FREENET AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
22/06/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
1.50 |
| Time value: |
0.86 |
| Break-even: |
27.36 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
2.16% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
8.11 |
| Rho: |
0.05 |
Quote data
| Open: |
2.18 |
| High: |
2.18 |
| Low: |
2.18 |
| Previous Close: |
2.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.10% |
| 1 Month |
|
|
+66.41% |
| 3 Months |
|
|
+7.92% |
| YTD |
|
|
-2.68% |
| 1 Year |
|
|
+87.93% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.60 |
2.32 |
| 1M High / 1M Low: |
2.60 |
1.47 |
| 6M High / 6M Low: |
2.60 |
1.03 |
| High (YTD): |
22/01/2024 |
2.64 |
| Low (YTD): |
09/02/2024 |
0.94 |
| 52W High: |
01/12/2023 |
2.85 |
| 52W Low: |
09/02/2024 |
0.94 |
| Avg. price 1W: |
|
2.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.81 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
99.39% |
| Volatility 6M: |
|
153.37% |
| Volatility 1Y: |
|
138.28% |
| Volatility 3Y: |
|
- |
