UniCredit Call 13 IBE1 18.12.2024/  DE000HC82HS1  /

EUWAX
10/11/2024  8:31:46 PM Chg.+0.120 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.970EUR +14.12% -
Bid Size: -
-
Ask Size: -
IBERDROLA INH. EO... 13.00 - 12/18/2024 Call
 

Master data

WKN: HC82HS
Issuer: UniCredit
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 13.00 -
Maturity: 12/18/2024
Issue date: 7/17/2023
Last trading day: 12/17/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.10
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.62
Implied volatility: 0.28
Historic volatility: 0.15
Parity: 0.62
Time value: 0.42
Break-even: 14.04
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.18
Spread abs.: 0.16
Spread %: 18.18%
Delta: 0.69
Theta: -0.01
Omega: 9.06
Rho: 0.02
 

Quote data

Open: 0.860
High: 0.970
Low: 0.860
Previous Close: 0.850
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.43%
1 Month  
+25.97%
3 Months  
+273.08%
YTD  
+155.26%
1 Year  
+410.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.060 0.810
1M High / 1M Low: 1.160 0.770
6M High / 6M Low: 1.160 0.120
High (YTD): 10/1/2024 1.160
Low (YTD): 2/28/2024 0.053
52W High: 10/1/2024 1.160
52W Low: 2/28/2024 0.053
Avg. price 1W:   0.938
Avg. volume 1W:   0.000
Avg. price 1M:   0.965
Avg. volume 1M:   0.000
Avg. price 6M:   0.397
Avg. volume 6M:   0.000
Avg. price 1Y:   0.301
Avg. volume 1Y:   0.000
Volatility 1M:   228.27%
Volatility 6M:   228.25%
Volatility 1Y:   220.25%
Volatility 3Y:   -