UC WAR. CALL 12/24 IES/ DE000HC7ZW77 /
| 2024-05-31 9:46:53 PM | Chg.+0.0200 | Bid9:59:09 PM | Ask9:59:09 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5500EUR | +3.77% | 0.5300 Bid Size: 15,000 |
0.5700 Ask Size: 15,000 |
INTESA SANPAOLO | 3.20 - | 2024-12-18 | Call |
Master data
| WKN: | HC7ZW7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3.20 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-07-12 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.52 |
|---|---|
| Intrinsic value: | 0.41 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.20 |
| Parity: | 0.41 |
| Time value: | 0.16 |
| Break-even: | 3.77 |
| Moneyness: | 1.13 |
| Premium: | 0.05 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.04 |
| Spread %: | 7.55% |
| Delta: | 0.79 |
| Theta: | 0.00 |
| Omega: | 4.97 |
| Rho: | 0.01 |
Quote data
| Open: | 0.5400 |
|---|---|
| High: | 0.5600 |
| Low: | 0.5400 |
| Previous Close: | 0.5300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +17.02% | ||
|---|---|---|---|
| 1 Month | +22.22% | ||
| 3 Months | +358.33% | ||
| YTD | +864.91% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5500 | 0.4700 |
|---|---|---|
| 1M High / 1M Low: | 0.5600 | 0.3500 |
| 6M High / 6M Low: | 0.5600 | 0.0540 |
| High (YTD): | 2024-05-17 | 0.5600 |
| Low (YTD): | 2024-01-17 | 0.0640 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4786 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2116 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 141.39% | |
| Volatility 6M: | 148.63% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
