UC WAR. CALL 09/24 ZFIN/ DE000HC9M584 /
| 7/16/2024 11:46:33 AM | Chg.-0.2800 | Bid12:35:03 PM | Ask12:35:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0700EUR | -8.36% | 2.9500 Bid Size: 12,000 |
2.9700 Ask Size: 12,000 |
Zurich Insurance Gro... | 450.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9M58 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Zurich Insurance Group Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 450.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/2/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 14.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.24 |
|---|---|
| Intrinsic value: | 3.84 |
| Implied volatility: | - |
| Historic volatility: | 0.15 |
| Parity: | 3.84 |
| Time value: | -0.43 |
| Break-even: | 484.10 |
| Moneyness: | 1.09 |
| Premium: | -0.01 |
| Premium p.a.: | -0.05 |
| Spread abs.: | 0.10 |
| Spread %: | 3.02% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 3.4000 |
|---|---|
| High: | 3.4000 |
| Low: | 3.0700 |
| Previous Close: | 3.3500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.53% | ||
|---|---|---|---|
| 1 Month | -0.65% | ||
| 3 Months | +48.31% | ||
| YTD | +107.43% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.6300 | 3.3200 |
|---|---|---|
| 1M High / 1M Low: | 4.3600 | 2.9200 |
| 6M High / 6M Low: | 4.3900 | 0.9300 |
| High (YTD): | 3/20/2024 | 4.3900 |
| Low (YTD): | 2/9/2024 | 0.9300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.4960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.6614 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.6082 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 117.62% | |
| Volatility 6M: | 170.78% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
