UniCredit Call 45 CIS 15.01.2025
/ DE000HC6C664
UniCredit Call 45 CIS 15.01.2025/ DE000HC6C664 /
07/10/2024 12:48:22 |
Chg.-0.010 |
Bid13:11:47 |
Ask13:11:47 |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
-1.30% |
0.770 Bid Size: 25,000 |
0.780 Ask Size: 25,000 |
CISCO SYSTEMS DL-... |
45.00 - |
15/01/2025 |
Call |
Master data
WKN: |
HC6C66 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
CISCO SYSTEMS DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 - |
Maturity: |
15/01/2025 |
Issue date: |
28/04/2023 |
Last trading day: |
14/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.31 |
Implied volatility: |
0.63 |
Historic volatility: |
0.18 |
Parity: |
0.31 |
Time value: |
0.49 |
Break-even: |
53.00 |
Moneyness: |
1.07 |
Premium: |
0.10 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.01 |
Spread %: |
1.27% |
Delta: |
0.65 |
Theta: |
-0.03 |
Omega: |
3.92 |
Rho: |
0.06 |
Quote data
Open: |
0.770 |
High: |
0.770 |
Low: |
0.760 |
Previous Close: |
0.770 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.30% |
1 Month |
|
|
+76.74% |
3 Months |
|
|
+94.87% |
YTD |
|
|
-1.30% |
1 Year |
|
|
-34.48% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.720 |
1M High / 1M Low: |
0.770 |
0.450 |
6M High / 6M Low: |
0.770 |
0.300 |
High (YTD): |
25/01/2024 |
0.910 |
Low (YTD): |
12/08/2024 |
0.300 |
52W High: |
16/10/2023 |
1.210 |
52W Low: |
12/08/2024 |
0.300 |
Avg. price 1W: |
|
0.754 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.652 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.499 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.642 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
83.30% |
Volatility 6M: |
|
140.08% |
Volatility 1Y: |
|
116.61% |
Volatility 3Y: |
|
- |