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: | - |
