UC WAR. CALL 12/24 ZFIN/ DE000HC7P5B8 /
| 2024-08-15 9:45:55 AM | Chg.+0.1800 | Bid9:46:49 AM | Ask9:46:49 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8200EUR | +10.98% | 1.8200 Bid Size: 20,000 |
1.8400 Ask Size: 20,000 |
Zurich Insurance Gro... | 480.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7P5B |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Zurich Insurance Group Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 480.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 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: | 1.7100 |
|---|---|
| High: | 1.8200 |
| Low: | 1.7100 |
| Previous Close: | 1.6400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +47.97% | ||
|---|---|---|---|
| 1 Month | -8.54% | ||
| 3 Months | +43.31% | ||
| YTD | +76.70% | ||
| 1 Year | +80.20% | ||
| 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): | 2024-06-24 | 2.7600 |
| Low (YTD): | 2024-02-14 | 0.6600 |
| 52W High: | 2024-06-24 | 2.7600 |
| 52W Low: | 2024-02-14 | 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: | - |
