UniCredit Call 180 SEJ1 18.12.2024
/ DE000HC7MCP2
UniCredit Call 180 SEJ1 18.12.202.../ DE000HC7MCP2 /
| 2024-05-27 10:43:59 AM |
Chg.+0.09 |
Bid11:16:12 AM |
Ask11:16:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.26EUR |
+2.16% |
4.26
Bid Size: 15,000 |
4.27
Ask Size: 15,000 |
SAFRAN INH. EO... |
180.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC7MCP |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SAFRAN INH. EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.09 |
| Intrinsic value: |
3.65 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
3.65 |
| Time value: |
0.58 |
| Break-even: |
222.30 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
1.44% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
4.59 |
| Rho: |
0.85 |
Quote data
| Open: |
4.26 |
| High: |
4.26 |
| Low: |
4.26 |
| Previous Close: |
4.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.11% |
| 1 Month |
|
|
+17.36% |
| 3 Months |
|
|
+63.85% |
| YTD |
|
|
+298.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.19 |
3.80 |
| 1M High / 1M Low: |
4.19 |
3.21 |
| 6M High / 6M Low: |
4.19 |
1.03 |
| High (YTD): |
2024-05-23 |
4.19 |
| Low (YTD): |
2024-01-05 |
1.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.45 |
| Avg. volume 6M: |
|
1.61 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.75% |
| Volatility 6M: |
|
88.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
