UC WAR. CALL 06/25 CAR/ DE000HC7J8Y2 /
| 2024-05-17 3:46:21 PM | Chg.+0.2000 | Bid4:47:00 PM | Ask4:47:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2700EUR | +9.66% | 2.2000 Bid Size: 30,000 |
2.2100 Ask Size: 30,000 |
CARREFOUR S.A. INH.E... | 15.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC7J8Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CARREFOUR S.A. INH.EO 2,5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-21 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.80 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.42 |
|---|---|
| Intrinsic value: | 1.23 |
| Implied volatility: | 0.14 |
| Historic volatility: | 0.20 |
| Parity: | 1.23 |
| Time value: | 0.86 |
| Break-even: | 17.08 |
| Moneyness: | 1.08 |
| Premium: | 0.05 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.05 |
| Spread %: | 2.46% |
| Delta: | 0.82 |
| Theta: | 0.00 |
| Omega: | 6.39 |
| Rho: | 0.12 |
Quote data
| Open: | 2.1300 |
|---|---|
| High: | 2.2700 |
| Low: | 2.1200 |
| Previous Close: | 2.0700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.73% | ||
|---|---|---|---|
| 1 Month | +24.73% | ||
| 3 Months | +24.04% | ||
| YTD | -20.91% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5900 | 2.0200 |
|---|---|---|
| 1M High / 1M Low: | 2.5900 | 1.7200 |
| 6M High / 6M Low: | 3.6900 | 1.6900 |
| High (YTD): | 2024-01-04 | 3.0300 |
| Low (YTD): | 2024-02-13 | 1.6900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.2980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0310 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.4092 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 120.38% | |
| Volatility 6M: | 95.26% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
