UniCredit Call 70 GOB 18.06.2025
/ DE000HC7J4J2
UniCredit Call 70 GOB 18.06.2025/ DE000HC7J4J2 /
| 1/10/2025 7:41:10 PM |
Chg.-0.110 |
Bid9:59:00 PM |
Ask9:59:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.680EUR |
-6.15% |
1.640
Bid Size: 6,000 |
1.670
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: |
4.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
1.58 |
| Time value: |
0.23 |
| Break-even: |
88.10 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
1.69% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
4.09 |
| Rho: |
0.24 |
Quote data
| Open: |
1.800 |
| High: |
1.800 |
| Low: |
1.650 |
| Previous Close: |
1.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.07% |
| 1 Month |
|
|
-20.75% |
| 3 Months |
|
|
+3.70% |
| YTD |
|
|
-9.19% |
| 1 Year |
|
|
+205.45% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.810 |
1.630 |
| 1M High / 1M Low: |
2.180 |
1.630 |
| 6M High / 6M Low: |
2.260 |
0.970 |
| High (YTD): |
1/6/2025 |
1.810 |
| Low (YTD): |
1/3/2025 |
1.630 |
| 52W High: |
11/15/2024 |
2.260 |
| 52W Low: |
1/17/2024 |
0.490 |
| Avg. price 1W: |
|
1.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.886 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.589 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.302 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
70.09% |
| Volatility 6M: |
|
98.64% |
| Volatility 1Y: |
|
101.68% |
| Volatility 3Y: |
|
- |