UniCredit Call 25 COK 18.12.2024
/ DE000HC87KY2
UniCredit Call 25 COK 18.12.2024/ DE000HC87KY2 /
| 2024-06-07 7:35:55 PM |
Chg.+0.150 |
Bid9:59:24 PM |
Ask9:59:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.560EUR |
+2.34% |
6.470
Bid Size: 1,000 |
6.700
Ask Size: 1,000 |
CANCOM SE O.N. |
25.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC87KY |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CANCOM SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-07-25 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.03 |
| Intrinsic value: |
4.76 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.33 |
| Parity: |
4.76 |
| Time value: |
1.86 |
| Break-even: |
31.62 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.22 |
| Spread %: |
3.44% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
3.51 |
| Rho: |
0.09 |
Quote data
| Open: |
6.350 |
| High: |
6.610 |
| Low: |
6.210 |
| Previous Close: |
6.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.46% |
| 1 Month |
|
|
+16.73% |
| 3 Months |
|
|
+68.21% |
| YTD |
|
|
-7.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.980 |
6.410 |
| 1M High / 1M Low: |
8.190 |
5.430 |
| 6M High / 6M Low: |
8.190 |
3.650 |
| High (YTD): |
2024-05-20 |
8.190 |
| Low (YTD): |
2024-03-19 |
3.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.960 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.048 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.30% |
| Volatility 6M: |
|
104.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
