UC WAR. CALL 12/24 ASG/ DE000HC7MAE0 /
| 2024-05-16 9:46:26 PM | Chg.+0.0600 | Bid9:59:24 PM | Ask9:59:24 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9000EUR | +7.14% | 0.8500 Bid Size: 4,000 |
0.9100 Ask Size: 4,000 |
GENERALI | 25.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | HC7MAE |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GENERALI |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 28.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.10 |
| Historic volatility: | 0.14 |
| Parity: | -0.40 |
| Time value: | 0.87 |
| Break-even: | 25.87 |
| Moneyness: | 0.98 |
| Premium: | 0.05 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.06 |
| Spread %: | 7.41% |
| Delta: | 0.55 |
| Theta: | 0.00 |
| Omega: | 15.51 |
| Rho: | 0.07 |
Quote data
| Open: | 0.8500 |
|---|---|
| High: | 0.9200 |
| Low: | 0.8500 |
| Previous Close: | 0.8400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +32.35% | ||
|---|---|---|---|
| 1 Month | +190.32% | ||
| 3 Months | +429.41% | ||
| YTD | +650.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9200 | 0.6800 |
|---|---|---|
| 1M High / 1M Low: | 0.9200 | 0.3100 |
| 6M High / 6M Low: | 0.9200 | 0.0890 |
| High (YTD): | 2024-05-14 | 0.9200 |
| Low (YTD): | 2024-02-09 | 0.1300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5171 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2666 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 173.26% | |
| Volatility 6M: | 153.95% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
