UC WAR. CALL 12/24 ZFIN/ DE000HC7P5A0 /
| 16/07/2024 21:46:57 | Chg.-0.1500 | Bid21:59:58 | Ask21:59:58 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.8500EUR | -3.75% | 3.8600 Bid Size: 2,000 |
3.9600 Ask Size: 2,000 |
Zurich Insurance Gro... | 450.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC7P5A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Zurich Insurance Group Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 450.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 26/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.92 |
|---|---|
| Intrinsic value: | 3.84 |
| Implied volatility: | - |
| Historic volatility: | 0.15 |
| Parity: | 3.84 |
| Time value: | 0.21 |
| Break-even: | 490.50 |
| Moneyness: | 1.09 |
| Premium: | 0.00 |
| Premium p.a.: | 0.01 |
| Spread abs.: | 0.10 |
| Spread %: | 2.53% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 4.0400 |
|---|---|
| High: | 4.0400 |
| Low: | 3.6000 |
| Previous Close: | 4.0000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.75% | ||
|---|---|---|---|
| 1 Month | +1.05% | ||
| 3 Months | +41.54% | ||
| YTD | +98.45% | ||
| 1 Year | +134.76% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.2800 | 4.0000 |
|---|---|---|
| 1M High / 1M Low: | 4.9700 | 3.6200 |
| 6M High / 6M Low: | 4.9700 | 1.3600 |
| High (YTD): | 24/06/2024 | 4.9700 |
| Low (YTD): | 09/02/2024 | 1.3600 |
| 52W High: | 24/06/2024 | 4.9700 |
| 52W Low: | 09/02/2024 | 1.3600 |
| Avg. price 1W: | 4.1480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.3162 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.1639 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.5726 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 90.28% | |
| Volatility 6M: | 128.24% | |
| Volatility 1Y: | 113.19% | |
| Volatility 3Y: | - |
