UC WAR. CALL 12/24 ZFIN/ DE000HC7P5C6 /
| 2024-07-16 1:46:40 PM | Chg.-0.1800 | Bid2:56:26 PM | Ask2:56:26 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9300EUR | -16.22% | 0.9700 Bid Size: 25,000 |
0.9900 Ask Size: 25,000 |
Zurich Insurance Gro... | 500.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7P5C |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Zurich Insurance Group Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 500.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 42.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.74 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.11 |
| Historic volatility: | 0.15 |
| Parity: | -1.16 |
| Time value: | 1.15 |
| Break-even: | 511.50 |
| Moneyness: | 0.98 |
| Premium: | 0.05 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.10 |
| Spread %: | 9.52% |
| Delta: | 0.47 |
| Theta: | -0.06 |
| Omega: | 19.81 |
| Rho: | 0.92 |
Quote data
| Open: | 1.1100 |
|---|---|
| High: | 1.1100 |
| Low: | 0.9300 |
| Previous Close: | 1.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.83% | ||
|---|---|---|---|
| 1 Month | -18.42% | ||
| 3 Months | +8.14% | ||
| YTD | +38.81% | ||
| 1 Year | +45.31% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2600 | 1.1100 |
|---|---|---|
| 1M High / 1M Low: | 1.6800 | 0.9700 |
| 6M High / 6M Low: | 1.7000 | 0.4000 |
| High (YTD): | 2024-03-20 | 1.7000 |
| Low (YTD): | 2024-02-14 | 0.4000 |
| 52W High: | 2024-03-20 | 1.7000 |
| 52W Low: | 2024-02-14 | 0.4000 |
| Avg. price 1W: | 1.1940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3162 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9975 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.8870 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 138.27% | |
| Volatility 6M: | 166.61% | |
| Volatility 1Y: | 142.48% | |
| Volatility 3Y: | - |
