UC WAR. CALL 12/24 ASG/ DE000HC8MUB2 /
| 2024-05-16 9:46:26 AM | Chg.+0.0500 | Bid10:03:51 AM | Ask10:03:51 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3500EUR | +3.85% | 1.3500 Bid Size: 30,000 |
1.3600 Ask Size: 30,000 |
GENERALI | 24.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | HC8MUB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GENERALI |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 24.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-08-14 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.70 |
|---|---|
| Intrinsic value: | 0.60 |
| Implied volatility: | 0.08 |
| Historic volatility: | 0.14 |
| Parity: | 0.60 |
| Time value: | 0.73 |
| Break-even: | 25.33 |
| Moneyness: | 1.03 |
| Premium: | 0.03 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.06 |
| Spread %: | 4.72% |
| Delta: | 0.79 |
| Theta: | 0.00 |
| Omega: | 14.55 |
| Rho: | 0.11 |
Quote data
| Open: | 1.3200 |
|---|---|
| High: | 1.3500 |
| Low: | 1.3200 |
| Previous Close: | 1.3000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +28.57% | ||
|---|---|---|---|
| 1 Month | +164.71% | ||
| 3 Months | +440.00% | ||
| YTD | +694.12% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4000 | 1.0500 |
|---|---|---|
| 1M High / 1M Low: | 1.4000 | 0.5100 |
| 6M High / 6M Low: | 1.4000 | 0.1300 |
| High (YTD): | 2024-05-14 | 1.4000 |
| Low (YTD): | 2024-01-02 | 0.1800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8124 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4174 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 148.12% | |
| Volatility 6M: | 151.07% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
