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UniCredit Call 154.545 AIL 18.12..../  DE000HC76362  /

Frankfurt Zert./HVB
30/08/2024  09:56:51 Chg.+0.060 Bid10:16:04 Ask10:16:04 Underlying Strike price Expiration date Option type
2.050EUR +3.02% 2.070
Bid Size: 40,000		 2.080
Ask Size: 40,000		 AIR LIQUIDE INH. EO ... 154.5454 EUR 18/12/2024 Call
 

Master data

WKN: HC7636
Issuer: UniCredit
Currency: EUR
Underlying: AIR LIQUIDE INH. EO 5,50
Type: Warrant
Option type: Call
Strike price: 154.55 EUR
Maturity: 18/12/2024
Issue date: 05/06/2023
Last trading day: 17/12/2024
Ratio: 9.09:1
Exercise type: American
Quanto: -
Gearing: 9.31
Leverage: Yes

Calculated values

Fair value: 1.92
Intrinsic value: 1.63
Implied volatility: 0.20
Historic volatility: 0.17
Parity: 1.63
Time value: 0.37
Break-even: 172.73
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.06
Spread %: 3.09%
Delta: 0.84
Theta: -0.03
Omega: 7.78
Rho: 0.37
 

Quote data

Open: 2.050
High: 2.050
Low: 2.050
Previous Close: 1.990
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.50%
1 Month  
+4.59%
3 Months  
+10.22%
YTD  
+11.41%
1 Year  
+33.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.990 1.700
1M High / 1M Low: 2.080 1.510
6M High / 6M Low: 3.160 1.460
High (YTD): 20/03/2024 3.160
Low (YTD): 05/02/2024 1.190
52W High: 20/03/2024 3.160
52W Low: 23/10/2023 0.800
Avg. price 1W:   1.796
Avg. volume 1W:   0.000
Avg. price 1M:   1.729
Avg. volume 1M:   0.000
Avg. price 6M:   2.131
Avg. volume 6M:   0.000
Avg. price 1Y:   1.806
Avg. volume 1Y:   0.000
Volatility 1M:   101.72%
Volatility 6M:   107.33%
Volatility 1Y:   125.00%
Volatility 3Y:   -