UC WAR. CALL 06/24 C40/ DE000HC7NSV4 /
| 2024-05-20 9:40:35 PM | Chg.+0.0300 | Bid9:54:30 PM | Ask9:54:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7900EUR | +3.95% | 0.7600 Bid Size: 12,000 |
0.7800 Ask Size: 12,000 |
CAC 40 | 8,200.00 - | 2024-06-18 | Call |
Master data
| WKN: | HC7NSV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CAC 40 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 8,200.00 - |
| Maturity: | 2024-06-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2024-06-17 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 106.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.09 |
| Historic volatility: | 0.12 |
| Parity: | -0.33 |
| Time value: | 0.77 |
| Break-even: | 8,277.00 |
| Moneyness: | 1.00 |
| Premium: | 0.01 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.02 |
| Spread %: | 2.67% |
| Delta: | 0.49 |
| Theta: | -1.80 |
| Omega: | 51.98 |
| Rho: | 3.12 |
Quote data
| Open: | 0.7400 |
|---|---|
| High: | 0.8900 |
| Low: | 0.7400 |
| Previous Close: | 0.7600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -29.46% | ||
|---|---|---|---|
| 1 Month | +21.54% | ||
| 3 Months | +51.92% | ||
| YTD | +68.09% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3400 | 0.7600 |
|---|---|---|
| 1M High / 1M Low: | 1.3400 | 0.3500 |
| 6M High / 6M Low: | 1.6200 | 0.1500 |
| High (YTD): | 2024-03-20 | 1.6200 |
| Low (YTD): | 2024-01-23 | 0.1500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7874 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6358 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 368.80% | |
| Volatility 6M: | 260.74% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
