UC WAR. CALL 12/24 SEJ1/ DE000HC7MCP2 /
| 2024-05-31 9:46:34 PM | Chg.+0.0500 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.1800EUR | +1.21% | 4.2100 Bid Size: 2,000 |
4.2700 Ask Size: 2,000 |
SAFRAN INH. EO... | 180.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7MCP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.84 |
|---|---|
| Intrinsic value: | 3.41 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.17 |
| Parity: | 3.41 |
| Time value: | 0.86 |
| Break-even: | 222.70 |
| Moneyness: | 1.19 |
| Premium: | 0.04 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.06 |
| Spread %: | 1.43% |
| Delta: | 0.83 |
| Theta: | -0.04 |
| Omega: | 4.17 |
| Rho: | 0.74 |
Quote data
| Open: | 4.1300 |
|---|---|
| High: | 4.2400 |
| Low: | 4.0800 |
| Previous Close: | 4.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.24% | ||
|---|---|---|---|
| 1 Month | +27.44% | ||
| 3 Months | +54.81% | ||
| YTD | +290.65% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.3900 | 3.9900 |
|---|---|---|
| 1M High / 1M Low: | 4.3900 | 3.2200 |
| 6M High / 6M Low: | 4.3900 | 1.0300 |
| High (YTD): | 2024-05-27 | 4.3900 |
| Low (YTD): | 2024-01-03 | 1.0300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.1700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.8350 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.5787 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 77.17% | |
| Volatility 6M: | 85.12% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
