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UniCredit Call 2.8 IES 18.12.2024/  DE000HC7RGX6  /

Frankfurt Zert./HVB
8/2/2024  7:29:47 PM Chg.-0.130 Bid9:59:00 PM Ask9:59:00 PM Underlying Strike price Expiration date Option type
0.710EUR -15.48% 0.710
Bid Size: 15,000		 0.740
Ask Size: 15,000		 INTESA SANPAOLO 2.80 - 12/18/2024 Call
 

Master data

WKN: HC7RGX
Issuer: UniCredit
Currency: EUR
Underlying: INTESA SANPAOLO
Type: Warrant
Option type: Call
Strike price: 2.80 -
Maturity: 12/18/2024
Issue date: 6/28/2023
Last trading day: 12/17/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.65
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.64
Implied volatility: 0.36
Historic volatility: 0.22
Parity: 0.64
Time value: 0.10
Break-even: 3.54
Moneyness: 1.23
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 4.23%
Delta: 0.87
Theta: 0.00
Omega: 4.03
Rho: 0.01
 

Quote data

Open: 0.770
High: 0.780
Low: 0.690
Previous Close: 0.840
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -25.26%
1 Month
  -14.46%
3 Months  
+4.41%
YTD  
+373.33%
1 Year  
+446.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.710
1M High / 1M Low: 1.030 0.710
6M High / 6M Low: 1.030 0.190
High (YTD): 7/30/2024 1.030
Low (YTD): 1/17/2024 0.170
52W High: 7/30/2024 1.030
52W Low: 10/19/2023 0.061
Avg. price 1W:   0.898
Avg. volume 1W:   0.000
Avg. price 1M:   0.885
Avg. volume 1M:   0.000
Avg. price 6M:   0.648
Avg. volume 6M:   0.000
Avg. price 1Y:   0.388
Avg. volume 1Y:   0.000
Volatility 1M:   106.33%
Volatility 6M:   105.82%
Volatility 1Y:   128.67%
Volatility 3Y:   -