UC WAR. CALL 12/24 VVU/ DE000HC7Y5C5 /
| 2024-05-17 9:46:30 PM | Chg.+0.0600 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5900EUR | +3.92% | 1.5700 Bid Size: 6,000 |
1.6500 Ask Size: 6,000 |
VIVENDI SE INH. E... | 9.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7Y5C |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VIVENDI SE INH. EO 5,5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 9.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-07-10 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.39 |
|---|---|
| Intrinsic value: | 1.06 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.19 |
| Parity: | 1.06 |
| Time value: | 0.51 |
| Break-even: | 10.56 |
| Moneyness: | 1.12 |
| Premium: | 0.05 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.08 |
| Spread %: | 5.41% |
| Delta: | 0.77 |
| Theta: | 0.00 |
| Omega: | 4.98 |
| Rho: | 0.04 |
Quote data
| Open: | 1.5300 |
|---|---|
| High: | 1.5900 |
| Low: | 1.5300 |
| Previous Close: | 1.5300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.71% | ||
|---|---|---|---|
| 1 Month | +27.20% | ||
| 3 Months | -11.17% | ||
| YTD | -1.24% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5300 | 1.4900 |
|---|---|---|
| 1M High / 1M Low: | 1.5300 | 1.2400 |
| 6M High / 6M Low: | 2.0600 | 0.9700 |
| High (YTD): | 2024-01-30 | 2.0600 |
| Low (YTD): | 2024-04-16 | 1.2300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3895 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4881 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 59.15% | |
| Volatility 6M: | 92.75% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
