UC WAR. CALL 12/24 ZFIN/ DE000HC7P5C6 /
8/14/2024 9:45:53 PM | Chg.+0.1300 | Bid9:59:39 PM | Ask9:59:39 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8300EUR | +18.57% | 0.8200 Bid Size: 4,000 |
0.9200 Ask Size: 4,000 |
Zurich Insurance Gro... | 500.00 - | 12/18/2024 | Call |
Master data
WKN: | HC7P5C |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Zurich Insurance Group Ltd |
Type: | Warrant |
Option type: | Call |
Strike price: | 500.00 - |
Maturity: | 12/18/2024 |
Issue date: | 6/26/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 61.51 |
Leverage: | Yes |
Calculated values
Fair value: | 1.38 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.10 |
Historic volatility: | 0.15 |
Parity: | -1.41 |
Time value: | 0.79 |
Break-even: | 507.90 |
Moneyness: | 0.97 |
Premium: | 0.05 |
Premium p.a.: | 0.14 |
Spread abs.: | 0.10 |
Spread %: | 14.49% |
Delta: | 0.40 |
Theta: | -0.06 |
Omega: | 24.78 |
Rho: | 0.65 |
Quote data
Open: | 0.6800 |
---|---|
High: | 0.8300 |
Low: | 0.6800 |
Previous Close: | 0.7000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +31.75% | ||
---|---|---|---|
1 Month | -25.23% | ||
3 Months | +15.28% | ||
YTD | +23.88% | ||
1 Year | +18.57% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8300 | 0.6300 |
---|---|---|
1M High / 1M Low: | 1.3600 | 0.5500 |
6M High / 6M Low: | 1.7000 | 0.4500 |
High (YTD): | 3/20/2024 | 1.7000 |
Low (YTD): | 2/14/2024 | 0.4000 |
52W High: | 3/20/2024 | 1.7000 |
52W Low: | 2/14/2024 | 0.4000 |
Avg. price 1W: | 0.6920 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9378 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.0649 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.8973 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 222.78% | |
Volatility 6M: | 175.80% | |
Volatility 1Y: | 151.40% | |
Volatility 3Y: | - |