OverviewChartNewsTraderScreen

UniCredit Call 160 DRI 15.01.2025/  DE000HC79NB1  /

EUWAX
13/09/2024  20:15:11 Chg.+0.060 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.890EUR +7.23% -
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: 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: 0.900
Low: 0.780
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.95%
1 Month  
+154.29%
3 Months  
+50.85%
YTD
  -48.85%
1 Year
  -40.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.740
1M High / 1M Low: 0.890 0.330
6M High / 6M Low: 2.260 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:   0.796
Avg. volume 1W:   0.000
Avg. price 1M:   0.716
Avg. volume 1M:   0.000
Avg. price 6M:   0.784
Avg. volume 6M:   0.000
Avg. price 1Y:   1.159
Avg. volume 1Y:   0.000
Volatility 1M:   241.15%
Volatility 6M:   196.88%
Volatility 1Y:   150.93%
Volatility 3Y:   -