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: |
|
- |
