UC WAR. CALL 06/24 ASG/ DE000HC7DZG1 /
| 2024-05-10 1:46:27 PM | Chg.- | Bid2:25:35 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.400EUR | - | 6.420 Bid Size: 15,000 |
- Ask Size: - |
GENERALI | 18.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC7DZG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GENERALI |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 18.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-16 |
| Last trading day: | 2024-05-13 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.52 |
|---|---|
| Intrinsic value: | 5.47 |
| Implied volatility: | 1.24 |
| Historic volatility: | 0.14 |
| Parity: | 5.47 |
| Time value: | 0.92 |
| Break-even: | 24.39 |
| Moneyness: | 1.30 |
| Premium: | 0.04 |
| Premium p.a.: | 0.65 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.83 |
| Theta: | -0.04 |
| Omega: | 3.05 |
| Rho: | 0.01 |
Quote data
| Open: | 6.150 |
|---|---|
| High: | 6.400 |
| Low: | 6.150 |
| Previous Close: | 6.090 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +31.42% | ||
| 3 Months | +73.91% | ||
| YTD | +249.73% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 6.400 | 4.790 |
| 6M High / 6M Low: | 6.400 | 1.700 |
| High (YTD): | 2024-05-10 | 6.400 |
| Low (YTD): | 2024-01-03 | 1.990 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 5.342 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 3.513 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 71.66% | |
| Volatility 6M: | 67.39% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
