UC WAR. CALL 06/24 WAF/ DE000HC7SVV7 /
| 2024-05-31 9:46:53 PM | Chg.-0.0600 | Bid9:59:16 PM | Ask9:59:16 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5300EUR | -10.17% | 0.5300 Bid Size: 6,000 |
0.5900 Ask Size: 6,000 |
SILTRONIC AG NA O.N. | 70.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC7SVV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SILTRONIC AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-29 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.88 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.57 |
|---|---|
| Intrinsic value: | 0.51 |
| Implied volatility: | 0.56 |
| Historic volatility: | 0.32 |
| Parity: | 0.51 |
| Time value: | 0.18 |
| Break-even: | 76.90 |
| Moneyness: | 1.07 |
| Premium: | 0.02 |
| Premium p.a.: | 0.58 |
| Spread abs.: | 0.23 |
| Spread %: | 50.00% |
| Delta: | 0.73 |
| Theta: | -0.09 |
| Omega: | 8.00 |
| Rho: | 0.03 |
Quote data
| Open: | 0.5900 |
|---|---|
| High: | 0.5900 |
| Low: | 0.4500 |
| Previous Close: | 0.5900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.70% | ||
|---|---|---|---|
| 1 Month | -10.17% | ||
| 3 Months | -71.04% | ||
| YTD | -74.15% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6900 | 0.5800 |
|---|---|---|
| 1M High / 1M Low: | 0.6900 | 0.4200 |
| 6M High / 6M Low: | 2.4700 | 0.4200 |
| High (YTD): | 2024-01-08 | 2.4700 |
| Low (YTD): | 2024-05-02 | 0.4200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5909 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5605 | |
| Avg. volume 6M: | 7.7280 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 226.44% | |
| Volatility 6M: | 144.05% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
