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UniCredit Call 3.5 IES 18.06.2025/  DE000HC7JC30  /

EUWAX
10/09/2024  09:57:46 Chg.+0.020 Bid10:24:13 Ask10:24:13 Underlying Strike price Expiration date Option type
0.390EUR +5.41% 0.380
Bid Size: 250,000		 0.390
Ask Size: 250,000		 INTESA SANPAOLO 3.50 - 18/06/2025 Call
 

Master data

WKN: HC7JC3
Issuer: UniCredit
Currency: EUR
Underlying: INTESA SANPAOLO
Type: Warrant
Option type: Call
Strike price: 3.50 -
Maturity: 18/06/2025
Issue date: 21/06/2023
Last trading day: 17/06/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.09
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.23
Implied volatility: 0.17
Historic volatility: 0.21
Parity: 0.23
Time value: 0.18
Break-even: 3.91
Moneyness: 1.06
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 7.89%
Delta: 0.75
Theta: 0.00
Omega: 6.82
Rho: 0.02
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.43%
1 Month  
+62.50%
3 Months  
+14.71%
YTD  
+766.67%
1 Year  
+1850.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.330
1M High / 1M Low: 0.410 0.240
6M High / 6M Low: 0.460 0.080
High (YTD): 30/07/2024 0.460
Low (YTD): 13/02/2024 0.046
52W High: 30/07/2024 0.460
52W Low: 25/10/2023 0.013
Avg. price 1W:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   0.327
Avg. volume 1M:   0.000
Avg. price 6M:   0.293
Avg. volume 6M:   1,088.583
Avg. price 1Y:   0.170
Avg. volume 1Y:   2,071.890
Volatility 1M:   154.70%
Volatility 6M:   305.04%
Volatility 1Y:   257.26%
Volatility 3Y:   -