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UniCredit Call 160 DRI 15.01.2025/  DE000HC79NB1  /

Frankfurt Zert./HVB
09/08/2024  19:38:45 Chg.-0.050 Bid21:56:06 Ask21:56:06 Underlying Strike price Expiration date Option type
0.370EUR -11.90% 0.360
Bid Size: 25,000		 0.370
Ask Size: 25,000		 Darden Restaurants I... 160.00 - 15/01/2025 Call
 

Master data

WKN: HC79NB
Issuer: UniCredit
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 15/01/2025
Issue date: 09/06/2023
Last trading day: 14/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.43
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.18
Parity: -2.89
Time value: 0.37
Break-even: 163.70
Moneyness: 0.82
Premium: 0.25
Premium p.a.: 0.67
Spread abs.: 0.01
Spread %: 2.78%
Delta: 0.24
Theta: -0.03
Omega: 8.46
Rho: 0.12
 

Quote data

Open: 0.380
High: 0.390
Low: 0.370
Previous Close: 0.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.13%
1 Month  
+27.59%
3 Months
  -46.38%
YTD
  -78.86%
1 Year
  -82.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.150
1M High / 1M Low: 0.520 0.150
6M High / 6M Low: 2.400 0.150
High (YTD): 05/03/2024 2.400
Low (YTD): 05/08/2024 0.150
52W High: 05/03/2024 2.400
52W Low: 05/08/2024 0.150
Avg. price 1W:   0.348
Avg. volume 1W:   0.000
Avg. price 1M:   0.382
Avg. volume 1M:   0.000
Avg. price 6M:   1.039
Avg. volume 6M:   62.992
Avg. price 1Y:   1.276
Avg. volume 1Y:   31.373
Volatility 1M:   694.77%
Volatility 6M:   306.53%
Volatility 1Y:   223.55%
Volatility 3Y:   -