UC WAR. CALL 09/24 ZFIN/ DE000HC9YB30 /
| 7/16/2024 1:46:33 PM | Chg.-0.2700 | Bid1:56:52 PM | Ask1:56:52 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9100EUR | -22.88% | 0.9100 Bid Size: 20,000 |
0.9300 Ask Size: 20,000 |
Zurich Insurance Gro... | 480.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9YB3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Zurich Insurance Group Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 480.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/17/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 40.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.88 |
|---|---|
| Intrinsic value: | 0.84 |
| Implied volatility: | 0.05 |
| Historic volatility: | 0.15 |
| Parity: | 0.84 |
| Time value: | 0.38 |
| Break-even: | 492.20 |
| Moneyness: | 1.02 |
| Premium: | 0.01 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.10 |
| Spread %: | 8.93% |
| Delta: | 0.86 |
| Theta: | -0.06 |
| Omega: | 34.52 |
| Rho: | 0.72 |
Quote data
| Open: | 1.1800 |
|---|---|
| High: | 1.1800 |
| Low: | 0.9100 |
| Previous Close: | 1.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -24.79% | ||
|---|---|---|---|
| 1 Month | -22.88% | ||
| 3 Months | +7.06% | ||
| YTD | +42.19% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3900 | 1.1800 |
|---|---|---|
| 1M High / 1M Low: | 1.9600 | 0.9900 |
| 6M High / 6M Low: | 2.0100 | 0.3600 |
| High (YTD): | 3/20/2024 | 2.0100 |
| Low (YTD): | 2/14/2024 | 0.3600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4567 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0552 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 185.40% | |
| Volatility 6M: | 211.57% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
