UniCredit Call 3.1 BSD2 13.12.2023
/ DE000HC2ACG7
UniCredit Call 3.1 BSD2 13.12.202.../ DE000HC2ACG7 /
| 3/24/2023 12:28:58 PM |
Chg.-0.040 |
Bid12:50:03 PM |
Ask12:50:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-8.16% |
0.450
Bid Size: 150,000 |
0.460
Ask Size: 150,000 |
BCO SANTANDER N.EO0,... |
3.10 - |
12/13/2023 |
Call |
Master data
| WKN: |
HC2ACG |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.10 - |
| Maturity: |
12/13/2023 |
| Issue date: |
12/2/2022 |
| Last trading day: |
12/12/2023 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.94 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
- |
| Historic volatility: |
0.34 |
| Parity: |
0.22 |
| Time value: |
0.28 |
| Break-even: |
3.60 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.450 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.17% |
| 1 Month |
|
|
-27.42% |
| 3 Months |
|
|
+80.00% |
| YTD |
|
|
+87.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.460 |
| 1M High / 1M Low: |
0.900 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
3/6/2023 |
0.900 |
| Low (YTD): |
1/2/2023 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.530 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.676 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |