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: | - |