UC WAR. CALL 12/24 AEU/ DE000HC7MC68 /
| 2024-05-03 9:46:16 PM | Chg.+0.0500 | Bid9:59:03 PM | Ask9:59:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3800EUR | +15.15% | 0.3300 Bid Size: 10,000 |
0.4200 Ask Size: 10,000 |
PRYSMIAN | 55.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | HC7MC6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PRYSMIAN |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.33 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.26 |
| Parity: | -0.35 |
| Time value: | 0.42 |
| Break-even: | 59.20 |
| Moneyness: | 0.94 |
| Premium: | 0.15 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.09 |
| Spread %: | 27.27% |
| Delta: | 0.48 |
| Theta: | -0.01 |
| Omega: | 5.93 |
| Rho: | 0.13 |
Quote data
| Open: | 0.3300 |
|---|---|
| High: | 0.3800 |
| Low: | 0.3100 |
| Previous Close: | 0.3300 |
| Turnover: | 340 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.15% | ||
|---|---|---|---|
| 1 Month | +80.95% | ||
| 3 Months | +336.78% | ||
| YTD | +245.45% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.3800 | 0.3200 |
|---|---|---|
| 1M High / 1M Low: | 0.3800 | 0.2100 |
| 6M High / 6M Low: | 0.3800 | 0.0320 |
| High (YTD): | 2024-05-03 | 0.3800 |
| Low (YTD): | 2024-01-29 | 0.0700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3400 | |
| Avg. volume 1W: | 250 | |
| Avg. price 1M: | 0.2681 | |
| Avg. volume 1M: | 47.6190 | |
| Avg. price 6M: | 0.1377 | |
| Avg. volume 6M: | 225.8065 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 204.45% | |
| Volatility 6M: | 180.84% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
