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UniCredit Call 220 ADS 18.12.2024/  DE000HC45DB3  /

Frankfurt Zert./HVB
04/11/2024  09:34:35 Chg.+0.040 Bid09:49:00 Ask09:49:00 Underlying Strike price Expiration date Option type
1.110EUR +3.74% 1.100
Bid Size: 80,000		 1.110
Ask Size: 80,000		 ADIDAS AG NA O.N. 220.00 - 18/12/2024 Call
 

Master data

WKN: HC45DB
Issuer: UniCredit
Currency: EUR
Underlying: ADIDAS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 18/12/2024
Issue date: 15/02/2023
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.51
Leverage: Yes

Calculated values

Fair value: 0.98
Intrinsic value: 0.21
Implied volatility: 0.34
Historic volatility: 0.27
Parity: 0.21
Time value: 0.99
Break-even: 232.00
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.44
Spread abs.: 0.18
Spread %: 17.65%
Delta: 0.57
Theta: -0.13
Omega: 10.51
Rho: 0.14
 

Quote data

Open: 1.110
High: 1.110
Low: 1.090
Previous Close: 1.070
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+44.16%
1 Month
  -56.30%
3 Months
  -35.47%
YTD
  -13.95%
1 Year  
+1.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.080 0.770
1M High / 1M Low: 2.540 0.770
6M High / 6M Low: 2.960 0.770
High (YTD): 29/04/2024 3.280
Low (YTD): 24/01/2024 0.590
52W High: 29/04/2024 3.280
52W Low: 24/01/2024 0.590
Avg. price 1W:   0.982
Avg. volume 1W:   0.000
Avg. price 1M:   1.561
Avg. volume 1M:   0.000
Avg. price 6M:   1.995
Avg. volume 6M:   586.154
Avg. price 1Y:   1.703
Avg. volume 1Y:   300
Volatility 1M:   274.24%
Volatility 6M:   195.42%
Volatility 1Y:   185.31%
Volatility 3Y:   -