UC WAR. CALL 12/24 IES/ DE000HC7RGX6 /
| 2024-05-28 3:45:00 PM | Chg.+0.0600 | Bid2024-05-28 | Ask2024-05-28 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8900EUR | +7.23% | 0.8800 Bid Size: 100,000 |
0.8900 Ask Size: 100,000 |
INTESA SANPAOLO | 2.80 - | 2024-12-18 | Call |
Master data
| WKN: | HC7RGX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 2.80 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-28 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.83 |
|---|---|
| Intrinsic value: | 0.76 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.21 |
| Parity: | 0.76 |
| Time value: | 0.10 |
| Break-even: | 3.66 |
| Moneyness: | 1.27 |
| Premium: | 0.03 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.04 |
| Spread %: | 4.88% |
| Delta: | 0.91 |
| Theta: | 0.00 |
| Omega: | 3.76 |
| Rho: | 0.01 |
Quote data
| Open: | 0.8400 |
|---|---|
| High: | 0.9000 |
| Low: | 0.8400 |
| Previous Close: | 0.8300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.95% | ||
|---|---|---|---|
| 1 Month | +15.58% | ||
| 3 Months | +217.86% | ||
| YTD | +456.25% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8400 | 0.8000 |
|---|---|---|
| 1M High / 1M Low: | 0.9500 | 0.6800 |
| 6M High / 6M Low: | 0.9500 | 0.1500 |
| High (YTD): | 2024-05-17 | 0.9500 |
| Low (YTD): | 2024-01-17 | 0.1800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8205 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4089 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 99.03% | |
| Volatility 6M: | 112.64% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
