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UniCredit Call 160 DRI 18.12.2024/  DE000HC6ZZ00  /

Frankfurt Zert./HVB
16/10/2024  19:37:10 Chg.+0.150 Bid21:59:23 Ask21:59:23 Underlying Strike price Expiration date Option type
0.840EUR +21.74% 0.860
Bid Size: 15,000		 0.870
Ask Size: 15,000		 Darden Restaurants I... 160.00 - 18/12/2024 Call
 

Master data

WKN: HC6ZZ0
Issuer: UniCredit
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 18/12/2024
Issue date: 26/05/2023
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.02
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.19
Parity: -1.29
Time value: 0.70
Break-even: 167.00
Moneyness: 0.92
Premium: 0.13
Premium p.a.: 1.08
Spread abs.: 0.01
Spread %: 1.45%
Delta: 0.38
Theta: -0.09
Omega: 8.06
Rho: 0.09
 

Quote data

Open: 0.640
High: 0.840
Low: 0.640
Previous Close: 0.690
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+52.73%
1 Month
  -1.18%
3 Months  
+90.91%
YTD
  -50.30%
1 Year
  -15.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.550
1M High / 1M Low: 1.490 0.550
6M High / 6M Low: 1.490 0.100
High (YTD): 05/03/2024 2.340
Low (YTD): 05/08/2024 0.100
52W High: 05/03/2024 2.340
52W Low: 05/08/2024 0.100
Avg. price 1W:   0.640
Avg. volume 1W:   0.000
Avg. price 1M:   0.901
Avg. volume 1M:   0.000
Avg. price 6M:   0.634
Avg. volume 6M:   0.000
Avg. price 1Y:   1.088
Avg. volume 1Y:   0.000
Volatility 1M:   349.07%
Volatility 6M:   445.97%
Volatility 1Y:   321.31%
Volatility 3Y:   -