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UniCredit Call 220 ADS 18.12.2024/  DE000HC45DB3  /

Frankfurt Zert./HVB
10/2/2024  7:41:25 PM Chg.+0.410 Bid9:59:43 PM Ask9:59:43 PM Underlying Strike price Expiration date Option type
2.400EUR +20.60% 2.370
Bid Size: 8,000		 2.440
Ask Size: 8,000		 ADIDAS AG NA O.N. 220.00 - 12/18/2024 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: 12/18/2024
Issue date: 2/15/2023
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.54
Leverage: Yes

Calculated values

Fair value: 1.97
Intrinsic value: 1.28
Implied volatility: 0.39
Historic volatility: 0.27
Parity: 1.28
Time value: 1.16
Break-even: 244.40
Moneyness: 1.06
Premium: 0.05
Premium p.a.: 0.26
Spread abs.: 0.56
Spread %: 29.79%
Delta: 0.67
Theta: -0.11
Omega: 6.40
Rho: 0.28
 

Quote data

Open: 1.960
High: 2.630
Low: 1.960
Previous Close: 1.990
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+65.52%
1 Month  
+15.38%
3 Months  
+38.73%
YTD  
+86.05%
1 Year  
+160.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.630 1.450
1M High / 1M Low: 2.630 0.940
6M High / 6M Low: 3.280 0.940
High (YTD): 4/29/2024 3.280
Low (YTD): 1/24/2024 0.590
52W High: 4/29/2024 3.280
52W Low: 1/24/2024 0.590
Avg. price 1W:   2.162
Avg. volume 1W:   0.000
Avg. price 1M:   1.616
Avg. volume 1M:   0.000
Avg. price 6M:   2.103
Avg. volume 6M:   586.154
Avg. price 1Y:   1.647
Avg. volume 1Y:   297.656
Volatility 1M:   302.73%
Volatility 6M:   185.26%
Volatility 1Y:   172.26%
Volatility 3Y:   -