UniCredit Call 120 SQU 18.06.2025
/ DE000HC7J4C7
UniCredit Call 120 SQU 18.06.2025/ DE000HC7J4C7 /
| 2024-05-03 7:38:43 PM |
Chg.+0.020 |
Bid9:59:00 PM |
Ask9:59:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+3.28% |
0.620
Bid Size: 20,000 |
0.650
Ask Size: 20,000 |
VINCI S.A. INH. EO... |
120.00 EUR |
2025-06-18 |
Call |
Master data
| WKN: |
HC7J4C |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
2025-06-18 |
| Issue date: |
2023-06-21 |
| Last trading day: |
2025-06-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.14 |
| Parity: |
-0.99 |
| Time value: |
0.64 |
| Break-even: |
126.40 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
4.92% |
| Delta: |
0.45 |
| Theta: |
-0.01 |
| Omega: |
7.74 |
| Rho: |
0.49 |
Quote data
| Open: |
0.620 |
| High: |
0.640 |
| Low: |
0.610 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
-17.11% |
| 3 Months |
|
|
-37.00% |
| YTD |
|
|
-29.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.600 |
| 1M High / 1M Low: |
0.780 |
0.600 |
| 6M High / 6M Low: |
1.090 |
0.600 |
| High (YTD): |
2024-02-06 |
1.070 |
| Low (YTD): |
2024-04-30 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.660 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.860 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.08% |
| Volatility 6M: |
|
89.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
