UniCredit Call 50 PRY 18.12.2024
/ DE000HC7MC50
UniCredit Call 50 PRY 18.12.2024/ DE000HC7MC50 /
| 15/11/2024 14:17:59 |
Chg.-0.070 |
Bid21:59:15 |
Ask15/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
-5.30% |
1.020
Bid Size: 3,000 |
-
Ask Size: - |
PRYSMIAN |
50.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HC7MC5 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
23/06/2023 |
| Last trading day: |
15/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.26 |
| Parity: |
1.09 |
| Time value: |
0.22 |
| Break-even: |
63.10 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.29 |
| Spread %: |
28.43% |
| Delta: |
0.81 |
| Theta: |
-0.07 |
| Omega: |
3.75 |
| Rho: |
0.03 |
Quote data
| Open: |
1.290 |
| High: |
1.340 |
| Low: |
1.250 |
| Previous Close: |
1.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.34% |
| 1 Month |
|
|
-30.94% |
| 3 Months |
|
|
-0.79% |
| YTD |
|
|
+525.00% |
| 1 Year |
|
|
+1424.39% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.430 |
1.110 |
| 1M High / 1M Low: |
1.890 |
1.110 |
| 6M High / 6M Low: |
1.890 |
0.820 |
| High (YTD): |
28/10/2024 |
1.890 |
| Low (YTD): |
29/01/2024 |
0.140 |
| 52W High: |
28/10/2024 |
1.890 |
| 52W Low: |
28/11/2023 |
0.054 |
| Avg. price 1W: |
|
1.278 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.521 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.292 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.807 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
149.10% |
| Volatility 6M: |
|
122.28% |
| Volatility 1Y: |
|
141.24% |
| Volatility 3Y: |
|
- |
