UC WAR. CALL 06/24 C40/ DE000HC7NST8 /
| 2024-05-31 9:41:32 PM | Chg.+0.1800 | Bid9:59:36 PM | Ask9:59:36 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.4000EUR | +8.11% | 2.5900 Bid Size: 12,000 |
2.6100 Ask Size: 12,000 |
CAC 40 | 7,800.00 - | 2024-06-18 | Call |
Master data
| WKN: | HC7NST |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CAC 40 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 7,800.00 - |
| Maturity: | 2024-06-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2024-06-17 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 30.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.21 |
|---|---|
| Intrinsic value: | 1.93 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.11 |
| Parity: | 1.93 |
| Time value: | 0.68 |
| Break-even: | 8,061.00 |
| Moneyness: | 1.02 |
| Premium: | 0.01 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.02 |
| Spread %: | 0.77% |
| Delta: | 0.74 |
| Theta: | -3.81 |
| Omega: | 22.63 |
| Rho: | 2.63 |
Quote data
| Open: | 2.2800 |
|---|---|
| High: | 2.4000 |
| Low: | 2.1100 |
| Previous Close: | 2.2200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -22.33% | ||
|---|---|---|---|
| 1 Month | +6.67% | ||
| 3 Months | -4.76% | ||
| YTD | +57.89% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.4800 | 2.0400 |
|---|---|---|
| 1M High / 1M Low: | 4.4000 | 2.0400 |
| 6M High / 6M Low: | 4.4000 | 0.5900 |
| High (YTD): | 2024-05-14 | 4.4000 |
| Low (YTD): | 2024-01-17 | 0.5900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.5680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.1841 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.3151 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 200.51% | |
| Volatility 6M: | 191.13% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
