UC WAR. CALL 12/24 ZFIN/ DE000HC7P5B8 /
| 14/08/2024 21:46:14 | Chg.- | Bid21:59:49 | Ask21:59:49 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6400EUR | - | 1.6300 Bid Size: 3,000 |
1.7300 Ask Size: 3,000 |
Zurich Insurance Gro... | 480.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC7P5B |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Zurich Insurance Group Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 480.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 26/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 32.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.37 |
|---|---|
| Intrinsic value: | 0.59 |
| Implied volatility: | 0.07 |
| Historic volatility: | 0.15 |
| Parity: | 0.59 |
| Time value: | 0.91 |
| Break-even: | 495.00 |
| Moneyness: | 1.01 |
| Premium: | 0.02 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.10 |
| Spread %: | 7.14% |
| Delta: | 0.74 |
| Theta: | -0.06 |
| Omega: | 23.93 |
| Rho: | 1.19 |
Quote data
| Open: | 1.4100 |
|---|---|
| High: | 1.6400 |
| Low: | 1.4100 |
| Previous Close: | 1.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +33.33% | ||
|---|---|---|---|
| 1 Month | -17.59% | ||
| 3 Months | +29.13% | ||
| YTD | +59.22% | ||
| 1 Year | +62.38% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6400 | 1.2300 |
|---|---|---|
| 1M High / 1M Low: | 2.3700 | 1.1500 |
| 6M High / 6M Low: | 2.7600 | 0.7600 |
| High (YTD): | 24/06/2024 | 2.7600 |
| Low (YTD): | 14/02/2024 | 0.6600 |
| 52W High: | 24/06/2024 | 2.7600 |
| 52W Low: | 14/02/2024 | 0.6600 |
| Avg. price 1W: | 1.3640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.7235 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7931 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.4327 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 177.86% | |
| Volatility 6M: | 155.05% | |
| Volatility 1Y: | 137.15% | |
| Volatility 3Y: | - |
