UC WAR. CALL 12/24 G1A/ DE000HC7Z549 /
| 2024-05-02 9:46:15 PM | Chg.-0.0300 | Bid9:59:38 PM | Ask9:59:38 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4400EUR | -6.38% | 0.4400 Bid Size: 15,000 |
0.4600 Ask Size: 15,000 |
GEA GROUP AG | 35.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | HC7Z54 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GEA GROUP AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-07-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.46 |
|---|---|
| Intrinsic value: | 0.29 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.20 |
| Parity: | 0.29 |
| Time value: | 0.18 |
| Break-even: | 39.70 |
| Moneyness: | 1.08 |
| Premium: | 0.05 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.03 |
| Spread %: | 6.82% |
| Delta: | 0.76 |
| Theta: | -0.01 |
| Omega: | 6.14 |
| Rho: | 0.15 |
Quote data
| Open: | 0.4700 |
|---|---|
| High: | 0.4700 |
| Low: | 0.4400 |
| Previous Close: | 0.4700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -16.98% | ||
| 3 Months | -6.38% | ||
| YTD | -15.38% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.4700 | 0.4400 |
|---|---|---|
| 1M High / 1M Low: | 0.5300 | 0.4000 |
| 6M High / 6M Low: | 0.6200 | 0.3000 |
| High (YTD): | 2024-03-22 | 0.6200 |
| Low (YTD): | 2024-01-22 | 0.3700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4638 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4421 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 73.71% | |
| Volatility 6M: | 102.43% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
