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UniCredit Call 160 DRI 15.01.2025/  DE000HC79NB1  /

Frankfurt Zert./HVB
9/13/2024  7:26:39 PM Chg.+0.070 Bid9:59:37 PM Ask9:59:37 PM Underlying Strike price Expiration date Option type
0.890EUR +8.54% 0.910
Bid Size: 15,000		 0.920
Ask Size: 15,000		 Darden Restaurants I... 160.00 - 1/15/2025 Call
 

Master data

WKN: HC79NB
Issuer: UniCredit
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 1/15/2025
Issue date: 6/9/2023
Last trading day: 1/14/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.73
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.18
Parity: -1.53
Time value: 0.92
Break-even: 169.20
Moneyness: 0.90
Premium: 0.17
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 1.10%
Delta: 0.41
Theta: -0.06
Omega: 6.41
Rho: 0.17
 

Quote data

Open: 0.780
High: 0.940
Low: 0.780
Previous Close: 0.820
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.23%
1 Month  
+147.22%
3 Months  
+50.85%
YTD
  -49.14%
1 Year
  -40.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.720
1M High / 1M Low: 0.890 0.330
6M High / 6M Low: 2.250 0.150
High (YTD): 3/5/2024 2.400
Low (YTD): 8/5/2024 0.150
52W High: 3/5/2024 2.400
52W Low: 8/5/2024 0.150
Avg. price 1W:   0.784
Avg. volume 1W:   0.000
Avg. price 1M:   0.727
Avg. volume 1M:   0.000
Avg. price 6M:   0.789
Avg. volume 6M:   62.500
Avg. price 1Y:   1.163
Avg. volume 1Y:   31.373
Volatility 1M:   283.35%
Volatility 6M:   328.18%
Volatility 1Y:   239.59%
Volatility 3Y:   -