OverviewChartNewsTraderScreen

UniCredit Call 160 DRI 15.01.2025/  DE000HC79NB1  /

EUWAX
12/07/2024  20:27:59 Chg.+0.060 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.370EUR +19.35% -
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: 34.33
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.17
Parity: -2.96
Time value: 0.38
Break-even: 163.80
Moneyness: 0.82
Premium: 0.26
Premium p.a.: 0.56
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.24
Theta: -0.03
Omega: 8.29
Rho: 0.14
 

Quote data

Open: 0.270
High: 0.370
Low: 0.270
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.90%
1 Month
  -36.21%
3 Months
  -65.74%
YTD
  -78.74%
1 Year
  -85.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.260
1M High / 1M Low: 0.880 0.260
6M High / 6M Low: 2.390 0.260
High (YTD): 06/03/2024 2.390
Low (YTD): 10/07/2024 0.260
52W High: 20/07/2023 2.860
52W Low: 10/07/2024 0.260
Avg. price 1W:   0.330
Avg. volume 1W:   0.000
Avg. price 1M:   0.573
Avg. volume 1M:   0.000
Avg. price 6M:   1.237
Avg. volume 6M:   0.000
Avg. price 1Y:   1.445
Avg. volume 1Y:   0.000
Volatility 1M:   256.63%
Volatility 6M:   143.67%
Volatility 1Y:   115.88%
Volatility 3Y:   -