UniCredit Call 3.5 TNE5 18.12.2024
/ DE000HC7MD75
UniCredit Call 3.5 TNE5 18.12.202.../ DE000HC7MD75 /
| 2024-05-02 12:30:01 PM |
Chg.+0.020 |
Bid12:53:48 PM |
Ask12:53:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+2.74% |
0.750
Bid Size: 50,000 |
0.760
Ask Size: 50,000 |
TELEFONICA INH. ... |
3.50 EUR |
2024-12-18 |
Call |
Master data
| WKN: |
HC7MD7 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
TELEFONICA INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 EUR |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
0.71 |
| Time value: |
0.11 |
| Break-even: |
4.32 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.10 |
| Spread %: |
13.89% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
4.68 |
| Rho: |
0.02 |
Quote data
| Open: |
0.730 |
| High: |
0.750 |
| Low: |
0.730 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.29% |
| 1 Month |
|
|
+20.97% |
| 3 Months |
|
|
+82.93% |
| YTD |
|
|
+134.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.680 |
| 1M High / 1M Low: |
0.780 |
0.480 |
| 6M High / 6M Low: |
0.780 |
0.300 |
| High (YTD): |
2024-04-29 |
0.780 |
| Low (YTD): |
2024-02-16 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.738 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.591 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.470 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.19% |
| Volatility 6M: |
|
96.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
