UniCredit Call 45 PRY 18.12.2024
/ DE000HC7MC43
UniCredit Call 45 PRY 18.12.2024/ DE000HC7MC43 /
| 2024-04-26 7:27:22 PM |
Chg.+0.150 |
Bid2024-04-26 |
Ask2024-04-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+20.00% |
-
Bid Size: - |
-
Ask Size: - |
PRYSMIAN |
45.00 EUR |
2024-12-18 |
Call |
Master data
| WKN: |
HC7MC4 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
0.62 |
| Time value: |
0.29 |
| Break-even: |
54.10 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
4.36 |
| Rho: |
0.20 |
Quote data
| Open: |
0.790 |
| High: |
0.900 |
| Low: |
0.790 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.92% |
| 1 Month |
|
|
+32.35% |
| 3 Months |
|
|
+200.00% |
| YTD |
|
|
+164.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.750 |
| 1M High / 1M Low: |
0.900 |
0.600 |
| 6M High / 6M Low: |
0.900 |
0.120 |
| High (YTD): |
2024-04-26 |
0.900 |
| Low (YTD): |
2024-01-29 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.707 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.392 |
| Avg. volume 6M: |
|
79.365 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.87% |
| Volatility 6M: |
|
136.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
