UC WAR. CALL 06/24 C40/ DE000HC7NSR2 /
| 2024-05-02 9:40:07 PM | Chg.-0.230 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.200EUR | -4.24% | 5.190 Bid Size: 12,000 |
5.210 Ask Size: 12,000 |
CAC 40 | 7,400.00 EUR | 2024-06-18 | Call |
Master data
| WKN: | HC7NSR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CAC 40 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 7,400.00 EUR |
| Maturity: | 2024-06-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2024-06-17 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 14.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.25 |
|---|---|
| Intrinsic value: | 5.85 |
| Implied volatility: | - |
| Historic volatility: | 0.12 |
| Parity: | 5.85 |
| Time value: | -0.52 |
| Break-even: | 7,933.00 |
| Moneyness: | 1.08 |
| Premium: | -0.01 |
| Premium p.a.: | -0.05 |
| Spread abs.: | 0.02 |
| Spread %: | 0.38% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 5.500 |
|---|---|
| High: | 5.500 |
| Low: | 4.970 |
| Previous Close: | 5.430 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.25% | ||
|---|---|---|---|
| 1 Month | -25.18% | ||
| 3 Months | +54.30% | ||
| YTD | +45.25% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 6.520 | 5.200 |
|---|---|---|
| 1M High / 1M Low: | 6.950 | 5.200 |
| 6M High / 6M Low: | 7.750 | 1.400 |
| High (YTD): | 2024-03-27 | 7.750 |
| Low (YTD): | 2024-01-17 | 1.890 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.817 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.964 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.233 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 113.62% | |
| Volatility 6M: | 127.09% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
