UniCredit Call 3.2 IES 18.12.2024
/ DE000HC7ZW77
UniCredit Call 3.2 IES 18.12.2024/ DE000HC7ZW77 /
| 2024-09-18 11:44:32 AM |
Chg.+0.020 |
Bid9:59:27 PM |
Ask2024-09-18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+3.39% |
-
Bid Size: - |
-
Ask Size: - |
INTESA SANPAOLO |
3.20 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC7ZW7 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.20 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-07-12 |
| Last trading day: |
2024-09-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.21 |
| Parity: |
0.61 |
| Time value: |
0.02 |
| Break-even: |
3.83 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
5.00% |
| Delta: |
0.98 |
| Theta: |
0.00 |
| Omega: |
5.93 |
| Rho: |
0.01 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.610 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+12.96% |
| 3 Months |
|
|
+29.79% |
| YTD |
|
|
+989.29% |
| 1 Year |
|
|
+2078.57% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.610 |
0.540 |
| 6M High / 6M Low: |
0.660 |
0.230 |
| High (YTD): |
2024-07-30 |
0.660 |
| Low (YTD): |
2024-01-17 |
0.062 |
| 52W High: |
2024-07-30 |
0.660 |
| 52W Low: |
2023-10-25 |
0.023 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.581 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.464 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.272 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
41.56% |
| Volatility 6M: |
|
140.87% |
| Volatility 1Y: |
|
141.09% |
| Volatility 3Y: |
|
- |
