UniCredit Call 3.2 IES 18.12.2024
/ DE000HC7ZW77
UniCredit Call 3.2 IES 18.12.2024/ DE000HC7ZW77 /
2024-05-27 8:45:19 PM |
Chg.0.000 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
INTESA SANPAOLO |
3.20 - |
2024-12-18 |
Call |
Master data
WKN: |
HC7ZW7 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
INTESA SANPAOLO |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.20 - |
Maturity: |
2024-12-18 |
Issue date: |
2023-07-12 |
Last trading day: |
2024-12-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.35 |
Implied volatility: |
0.25 |
Historic volatility: |
0.21 |
Parity: |
0.35 |
Time value: |
0.16 |
Break-even: |
3.71 |
Moneyness: |
1.11 |
Premium: |
0.04 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.04 |
Spread %: |
8.51% |
Delta: |
0.78 |
Theta: |
0.00 |
Omega: |
5.43 |
Rho: |
0.01 |
Quote data
Open: |
0.460 |
High: |
0.490 |
Low: |
0.460 |
Previous Close: |
0.480 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+14.29% |
3 Months |
|
|
+336.36% |
YTD |
|
|
+757.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.440 |
1M High / 1M Low: |
0.560 |
0.350 |
6M High / 6M Low: |
0.560 |
0.048 |
High (YTD): |
2024-05-17 |
0.560 |
Low (YTD): |
2024-01-17 |
0.062 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.474 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.459 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.191 |
Avg. volume 6M: |
|
6,048.387 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
162.43% |
Volatility 6M: |
|
156.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |