UniCredit Call 70 GOB 18.06.2025
/ DE000HC7J4J2
UniCredit Call 70 GOB 18.06.2025/ DE000HC7J4J2 /
| 1/24/2025 7:34:34 PM |
Chg.+0.010 |
Bid9:59:00 PM |
Ask9:59:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.120EUR |
+0.47% |
2.110
Bid Size: 6,000 |
2.140
Ask Size: 6,000 |
ST GOBAIN ... |
70.00 - |
6/18/2025 |
Call |
Master data
| WKN: |
HC7J4J |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ST GOBAIN EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
6/18/2025 |
| Issue date: |
6/21/2023 |
| Last trading day: |
6/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
1.98 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
1.98 |
| Time value: |
0.16 |
| Break-even: |
91.40 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
1.42% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
3.84 |
| Rho: |
0.24 |
Quote data
| Open: |
2.140 |
| High: |
2.240 |
| Low: |
2.120 |
| Previous Close: |
2.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.85% |
| 1 Month |
|
|
+17.78% |
| 3 Months |
|
|
+38.56% |
| YTD |
|
|
+14.59% |
| 1 Year |
|
|
+271.93% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.120 |
1.910 |
| 1M High / 1M Low: |
2.120 |
1.610 |
| 6M High / 6M Low: |
2.260 |
0.970 |
| High (YTD): |
1/24/2025 |
2.120 |
| Low (YTD): |
1/13/2025 |
1.610 |
| 52W High: |
11/15/2024 |
2.260 |
| 52W Low: |
1/25/2024 |
0.570 |
| Avg. price 1W: |
|
2.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.814 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.630 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.359 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
79.42% |
| Volatility 6M: |
|
96.76% |
| Volatility 1Y: |
|
100.86% |
| Volatility 3Y: |
|
- |