UC WAR. CALL 06/25 SQU/ DE000HC7J4C7 /
2024-06-06 9:46:42 PM | Chg.-0.0200 | Bid9:59:13 PM | Ask9:59:13 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.6500EUR | -2.99% | 0.6500 Bid Size: 15,000 |
0.6800 Ask Size: 15,000 |
VINCI S.A. INH. EO... | 120.00 - | 2025-06-18 | Call |
Master data
WKN: | HC7J4C |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VINCI S.A. INH. EO 2,50 |
Type: | Warrant |
Option type: | Call |
Strike price: | 120.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2023-06-21 |
Last trading day: | 2025-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 14.97 |
Leverage: | Yes |
Calculated values
Fair value: | 0.59 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.18 |
Historic volatility: | 0.15 |
Parity: | -0.62 |
Time value: | 0.76 |
Break-even: | 127.60 |
Moneyness: | 0.95 |
Premium: | 0.12 |
Premium p.a.: | 0.12 |
Spread abs.: | 0.14 |
Spread %: | 22.58% |
Delta: | 0.50 |
Theta: | -0.02 |
Omega: | 7.55 |
Rho: | 0.51 |
Quote data
Open: | 0.6600 |
---|---|
High: | 0.6600 |
Low: | 0.6200 |
Previous Close: | 0.6700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -8.45% | ||
---|---|---|---|
1 Month | -2.99% | ||
3 Months | -26.97% | ||
YTD | -27.78% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.7100 | 0.6700 |
---|---|---|
1M High / 1M Low: | 0.8600 | 0.6400 |
6M High / 6M Low: | 1.0900 | 0.6200 |
High (YTD): | 2024-02-06 | 1.0800 |
Low (YTD): | 2024-05-02 | 0.6200 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.6940 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7487 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.8609 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 89.30% | |
Volatility 6M: | 86.19% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |