UC WAR. CALL 12/24 IBE1/ DE000HC7MAU6 /
| 2024-05-27 7:46:34 PM | Chg.+0.0900 | Bid8:00:00 PM | Ask8:00:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7000EUR | +14.75% | 0.6900 Bid Size: 10,000 |
0.7100 Ask Size: 10,000 |
IBERDROLA INH. EO... | 12.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7MAU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | IBERDROLA INH. EO -,75 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 19.08 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.74 |
|---|---|
| Intrinsic value: | 0.02 |
| Implied volatility: | 0.14 |
| Historic volatility: | 0.17 |
| Parity: | 0.02 |
| Time value: | 0.61 |
| Break-even: | 12.63 |
| Moneyness: | 1.00 |
| Premium: | 0.05 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.04 |
| Spread %: | 6.78% |
| Delta: | 0.61 |
| Theta: | 0.00 |
| Omega: | 11.63 |
| Rho: | 0.04 |
Quote data
| Open: | 0.6100 |
|---|---|
| High: | 0.7000 |
| Low: | 0.6100 |
| Previous Close: | 0.6100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.39% | ||
|---|---|---|---|
| 1 Month | +45.83% | ||
| 3 Months | +250.00% | ||
| YTD | -6.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7900 | 0.6100 |
|---|---|---|
| 1M High / 1M Low: | 0.8500 | 0.4400 |
| 6M High / 6M Low: | 0.8500 | 0.1900 |
| High (YTD): | 2024-05-15 | 0.8500 |
| Low (YTD): | 2024-02-28 | 0.1900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6595 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4994 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 137.12% | |
| Volatility 6M: | 136.05% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
