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UniCredit Call 2500 AZO 18.12.202.../  DE000HC3LJH5  /

Frankfurt Zert./HVB
14/08/2024  12:37:02 Chg.-0.110 Bid18:33:35 Ask- Underlying Strike price Expiration date Option type
6.450EUR -1.68% 7.080
Bid Size: 2,000		 -
Ask Size: -		 AutoZone Inc 2,500.00 - 18/12/2024 Call
 

Master data

WKN: HC3LJH
Issuer: UniCredit
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,500.00 -
Maturity: 18/12/2024
Issue date: 27/01/2023
Last trading day: 14/08/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.36
Leverage: Yes

Calculated values

Fair value: 4.13
Intrinsic value: 3.70
Implied volatility: 0.69
Historic volatility: 0.19
Parity: 3.70
Time value: 2.89
Break-even: 3,159.00
Moneyness: 1.15
Premium: 0.10
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 0.30%
Delta: 0.72
Theta: -1.70
Omega: 3.12
Rho: 4.83
 

Quote data

Open: 6.340
High: 6.460
Low: 6.340
Previous Close: 6.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.47%
1 Month  
+28.74%
3 Months  
+23.80%
YTD  
+99.07%
1 Year  
+102.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.700 6.420
1M High / 1M Low: 6.860 4.190
6M High / 6M Low: 8.000 3.190
High (YTD): 22/03/2024 8.000
Low (YTD): 10/01/2024 3.020
52W High: 22/03/2024 8.000
52W Low: 10/01/2024 3.020
Avg. price 1W:   6.538
Avg. volume 1W:   0.000
Avg. price 1M:   5.755
Avg. volume 1M:   0.000
Avg. price 6M:   5.491
Avg. volume 6M:   0.000
Avg. price 1Y:   4.732
Avg. volume 1Y:   0.000
Volatility 1M:   270.46%
Volatility 6M:   142.67%
Volatility 1Y:   116.90%
Volatility 3Y:   -