UC WAR. CALL 06/25 PSM/ DE000HC7JE61 /
| 2024-06-07 1:45:23 PM | Chg.-0.0600 | Bid2:41:10 PM | Ask2:41:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7000EUR | -7.89% | 0.6500 Bid Size: 100,000 |
0.6600 Ask Size: 100,000 |
PROSIEBENSAT.1 NA O... | 10.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC7JE6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PROSIEBENSAT.1 NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 10.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-21 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.44 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.68 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.45 |
| Parity: | -2.55 |
| Time value: | 0.79 |
| Break-even: | 10.79 |
| Moneyness: | 0.75 |
| Premium: | 0.45 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.06 |
| Spread %: | 8.22% |
| Delta: | 0.39 |
| Theta: | 0.00 |
| Omega: | 3.71 |
| Rho: | 0.02 |
Quote data
| Open: | 0.7600 |
|---|---|
| High: | 0.7600 |
| Low: | 0.7000 |
| Previous Close: | 0.7600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.67% | ||
|---|---|---|---|
| 1 Month | +4.48% | ||
| 3 Months | +55.56% | ||
| YTD | +141.38% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9400 | 0.7400 |
|---|---|---|
| 1M High / 1M Low: | 0.9400 | 0.5800 |
| 6M High / 6M Low: | 1.1100 | 0.1900 |
| High (YTD): | 2024-04-24 | 1.1100 |
| Low (YTD): | 2024-02-07 | 0.1900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7339 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4936 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 173.11% | |
| Volatility 6M: | 191.00% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
