UniCredit Call 35 G1A 18.12.2024
/ DE000HC7Z549
UniCredit Call 35 G1A 18.12.2024/ DE000HC7Z549 /
12/09/2024 12:16:26 |
Chg.-0.010 |
Bid13:17:12 |
Ask13:17:12 |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
-1.28% |
0.760 Bid Size: 80,000 |
0.770 Ask Size: 80,000 |
GEA GROUP AG |
35.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HC7Z54 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
GEA GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 - |
Maturity: |
18/12/2024 |
Issue date: |
11/07/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.74 |
Intrinsic value: |
0.71 |
Implied volatility: |
0.42 |
Historic volatility: |
0.20 |
Parity: |
0.71 |
Time value: |
0.11 |
Break-even: |
43.20 |
Moneyness: |
1.20 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.05 |
Spread %: |
6.49% |
Delta: |
0.84 |
Theta: |
-0.01 |
Omega: |
4.33 |
Rho: |
0.07 |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.770 |
Previous Close: |
0.780 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.05% |
1 Month |
|
|
+26.23% |
3 Months |
|
|
+48.08% |
YTD |
|
|
+50.98% |
1 Year |
|
|
+40.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.690 |
1M High / 1M Low: |
0.790 |
0.610 |
6M High / 6M Low: |
0.790 |
0.400 |
High (YTD): |
30/08/2024 |
0.790 |
Low (YTD): |
22/01/2024 |
0.360 |
52W High: |
30/08/2024 |
0.790 |
52W Low: |
27/10/2023 |
0.250 |
Avg. price 1W: |
|
0.750 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.695 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.554 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.481 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
63.73% |
Volatility 6M: |
|
98.16% |
Volatility 1Y: |
|
105.23% |
Volatility 3Y: |
|
- |