UniCredit Call 70 WAF 19.06.2024
/ DE000HC7SVV7
UniCredit Call 70 WAF 19.06.2024/ DE000HC7SVV7 /
| 2024-05-31 2:20:01 PM |
Chg.-0.140 |
Bid4:00:18 PM |
Ask4:00:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-24.56% |
0.490
Bid Size: 20,000 |
0.500
Ask Size: 20,000 |
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: |
0.460 |
| High: |
0.460 |
| Low: |
0.430 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.85% |
| 1 Month |
|
|
-23.21% |
| 3 Months |
|
|
-76.37% |
| YTD |
|
|
-79.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.570 |
| 1M High / 1M Low: |
0.670 |
0.400 |
| 6M High / 6M Low: |
2.430 |
0.400 |
| High (YTD): |
2024-01-09 |
2.430 |
| Low (YTD): |
2024-05-02 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.578 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.544 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.36% |
| Volatility 6M: |
|
148.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
