UniCredit Call 35 ML 18.12.2024
/ DE000HC7MB36
UniCredit Call 35 ML 18.12.2024/ DE000HC7MB36 /
17/09/2024 19:04:42 |
Chg.+0.02 |
Bid20:19:05 |
Ask20:19:05 |
Underlying |
Strike price |
Expiration date |
Option type |
2.62EUR |
+0.77% |
2.63 Bid Size: 2,000 |
2.70 Ask Size: 2,000 |
Cie Generale des Eta... |
35.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HC7MB3 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Cie Generale des Etablissements Michelin SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 - |
Maturity: |
18/12/2024 |
Issue date: |
23/06/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.12 |
Intrinsic value: |
1.23 |
Implied volatility: |
0.29 |
Historic volatility: |
0.17 |
Parity: |
1.23 |
Time value: |
1.65 |
Break-even: |
37.88 |
Moneyness: |
1.04 |
Premium: |
0.05 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.44 |
Spread %: |
18.03% |
Delta: |
0.65 |
Theta: |
-0.01 |
Omega: |
8.12 |
Rho: |
0.05 |
Quote data
Open: |
2.56 |
High: |
2.72 |
Low: |
2.56 |
Previous Close: |
2.60 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+19.09% |
1 Month |
|
|
+42.39% |
3 Months |
|
|
-38.64% |
YTD |
|
|
+33.67% |
1 Year |
|
|
+61.73% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.60 |
2.19 |
1M High / 1M Low: |
2.60 |
1.91 |
6M High / 6M Low: |
5.08 |
1.55 |
High (YTD): |
12/06/2024 |
5.08 |
Low (YTD): |
05/02/2024 |
1.06 |
52W High: |
12/06/2024 |
5.08 |
52W Low: |
25/10/2023 |
0.71 |
Avg. price 1W: |
|
2.33 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.16 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.90 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.18 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
109.64% |
Volatility 6M: |
|
125.97% |
Volatility 1Y: |
|
125.74% |
Volatility 3Y: |
|
- |