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UniCredit Call 120 E3X1 18.12.202.../  DE000HC4GXX1  /

Frankfurt Zert./HVB
28/06/2024  19:37:57 Chg.+0.060 Bid21:57:41 Ask21:57:41 Underlying Strike price Expiration date Option type
1.600EUR +3.90% 1.590
Bid Size: 12,000		 1.600
Ask Size: 12,000		 EXPEDIA GRP INC. DL-... 120.00 - 18/12/2024 Call
 

Master data

WKN: HC4GXX
Issuer: UniCredit
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 18/12/2024
Issue date: 24/02/2023
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.61
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.40
Parity: -0.36
Time value: 1.53
Break-even: 135.30
Moneyness: 0.97
Premium: 0.16
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 0.66%
Delta: 0.55
Theta: -0.05
Omega: 4.21
Rho: 0.23
 

Quote data

Open: 1.520
High: 1.610
Low: 1.520
Previous Close: 1.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.44%
1 Month  
+95.12%
3 Months
  -44.06%
YTD
  -61.90%
1 Year
  -11.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.870 1.540
1M High / 1M Low: 1.870 0.810
6M High / 6M Low: 4.690 0.810
High (YTD): 08/02/2024 4.690
Low (YTD): 30/05/2024 0.810
52W High: 08/02/2024 4.690
52W Low: 30/05/2024 0.810
Avg. price 1W:   1.664
Avg. volume 1W:   0.000
Avg. price 1M:   1.387
Avg. volume 1M:   21.739
Avg. price 6M:   2.485
Avg. volume 6M:   71.087
Avg. price 1Y:   2.297
Avg. volume 1Y:   35.266
Volatility 1M:   117.28%
Volatility 6M:   124.16%
Volatility 1Y:   138.50%
Volatility 3Y:   -