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UniCredit Call 160 DRI 15.01.2025/  DE000HC79NB1  /

EUWAX
16/10/2024  21:15:44 Chg.+0.140 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.950EUR +17.28% -
Bid Size: -		 -
Ask Size: -		 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: 17.73
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.19
Parity: -1.29
Time value: 0.83
Break-even: 168.30
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 0.71
Spread abs.: 0.01
Spread %: 1.22%
Delta: 0.41
Theta: -0.07
Omega: 7.20
Rho: 0.13
 

Quote data

Open: 0.770
High: 0.950
Low: 0.770
Previous Close: 0.810
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.68%
1 Month  
+4.40%
3 Months  
+111.11%
YTD
  -45.40%
1 Year  
+2.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.650
1M High / 1M Low: 1.490 0.650
6M High / 6M Low: 1.490 0.260
High (YTD): 06/03/2024 2.390
Low (YTD): 10/07/2024 0.260
52W High: 06/03/2024 2.390
52W Low: 10/07/2024 0.260
Avg. price 1W:   0.700
Avg. volume 1W:   0.000
Avg. price 1M:   0.970
Avg. volume 1M:   0.000
Avg. price 6M:   0.701
Avg. volume 6M:   0.000
Avg. price 1Y:   1.147
Avg. volume 1Y:   0.000
Volatility 1M:   308.19%
Volatility 6M:   222.56%
Volatility 1Y:   170.13%
Volatility 3Y:   -