UniCredit Call 55 PRY 18.12.2024
/ DE000HC7MC68
UniCredit Call 55 PRY 18.12.2024/ DE000HC7MC68 /
| 2024-05-15 7:40:07 PM |
Chg.+0.050 |
Bid8:00:26 PM |
Ask8:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+9.26% |
0.580
Bid Size: 6,000 |
0.600
Ask Size: 6,000 |
PRYSMIAN |
55.00 EUR |
2024-12-18 |
Call |
Master data
| WKN: |
HC7MC6 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
0.08 |
| Time value: |
0.57 |
| Break-even: |
61.50 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.10 |
| Spread %: |
18.18% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
5.23 |
| Rho: |
0.16 |
Quote data
| Open: |
0.550 |
| High: |
0.610 |
| Low: |
0.550 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.26% |
| 1 Month |
|
|
+110.71% |
| 3 Months |
|
|
+436.36% |
| YTD |
|
|
+436.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.380 |
| 1M High / 1M Low: |
0.540 |
0.220 |
| 6M High / 6M Low: |
0.540 |
0.024 |
| High (YTD): |
2024-05-14 |
0.540 |
| Low (YTD): |
2024-01-29 |
0.068 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.345 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.157 |
| Avg. volume 6M: |
|
120.968 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.75% |
| Volatility 6M: |
|
200.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
