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UniCredit Call 25 DHER 18.09.2024/  DE000HC9Z0Y7  /

Frankfurt Zert./HVB
2024-08-08  10:00:14 AM Chg.+0.020 Bid10:39:59 AM Ask10:39:59 AM Underlying Strike price Expiration date Option type
0.360EUR +5.88% 0.360
Bid Size: 60,000		 0.380
Ask Size: 60,000		 DELIVERY HERO SE NA ... 25.00 - 2024-09-18 Call
 

Master data

WKN: HC9Z0Y
Issuer: UniCredit
Currency: EUR
Underlying: DELIVERY HERO SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2024-09-18
Issue date: 2023-10-17
Last trading day: 2024-09-17
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 57.03
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.69
Parity: -4.47
Time value: 0.36
Break-even: 25.36
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 5.56
Spread abs.: 0.05
Spread %: 16.13%
Delta: 0.18
Theta: -0.01
Omega: 10.40
Rho: 0.00
 

Quote data

Open: 0.320
High: 0.360
Low: 0.320
Previous Close: 0.340
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -7.69%
3 Months
  -62.11%
YTD
  -63.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.270
1M High / 1M Low: 0.500 0.250
6M High / 6M Low: 1.410 0.250
High (YTD): 2024-05-16 1.410
Low (YTD): 2024-07-24 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.356
Avg. volume 1M:   86.957
Avg. price 6M:   0.890
Avg. volume 6M:   31.496
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   270.58%
Volatility 6M:   179.34%
Volatility 1Y:   -
Volatility 3Y:   -