UniCredit Call 40 PRY 18.12.2024
/ DE000HC7MC35
UniCredit Call 40 PRY 18.12.2024/ DE000HC7MC35 /
| 2024-05-03 8:03:30 PM |
Chg.+0.01 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.30EUR |
+0.78% |
-
Bid Size: - |
-
Ask Size: - |
PRYSMIAN |
40.00 EUR |
2024-12-18 |
Call |
Master data
| WKN: |
HC7MC3 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.26 |
| Parity: |
1.15 |
| Time value: |
0.34 |
| Break-even: |
54.90 |
| Moneyness: |
1.29 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.19 |
| Spread %: |
14.62% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
2.82 |
| Rho: |
0.17 |
Quote data
| Open: |
1.29 |
| High: |
1.30 |
| Low: |
1.29 |
| Previous Close: |
1.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+34.02% |
| 3 Months |
|
|
+145.28% |
| YTD |
|
|
+128.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
1.26 |
| 1M High / 1M Low: |
1.30 |
0.97 |
| 6M High / 6M Low: |
1.30 |
0.24 |
| High (YTD): |
2024-05-03 |
1.30 |
| Low (YTD): |
2024-01-23 |
0.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.10% |
| Volatility 6M: |
|
104.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
