UniCredit Call 15 CAR 18.06.2025
/ DE000HC7J8Y2
UniCredit Call 15 CAR 18.06.2025/ DE000HC7J8Y2 /
| 2024-05-20 7:29:00 PM |
Chg.-0.140 |
Bid9:23:01 AM |
Ask9:23:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.120EUR |
-6.19% |
2.080
Bid Size: 30,000 |
2.090
Ask Size: 30,000 |
CARREFOUR S.A. INH.E... |
15.00 - |
2025-06-18 |
Call |
Master data
| WKN: |
HC7J8Y |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
2025-06-18 |
| Issue date: |
2023-06-21 |
| Last trading day: |
2025-06-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.62 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.20 |
| Parity: |
1.51 |
| Time value: |
0.81 |
| Break-even: |
17.31 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
2.21% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
6.06 |
| Rho: |
0.13 |
Quote data
| Open: |
2.250 |
| High: |
2.270 |
| Low: |
2.110 |
| Previous Close: |
2.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.17% |
| 1 Month |
|
|
+10.42% |
| 3 Months |
|
|
-13.47% |
| YTD |
|
|
-25.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.470 |
2.010 |
| 1M High / 1M Low: |
2.570 |
1.710 |
| 6M High / 6M Low: |
3.670 |
1.670 |
| High (YTD): |
2024-01-04 |
3.010 |
| Low (YTD): |
2024-02-13 |
1.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.055 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.373 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.09% |
| Volatility 6M: |
|
98.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
