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UniCredit Call 3.5 IES 18.12.2024/  DE000HC30UY1  /

Frankfurt Zert./HVB
2024-06-28  7:26:58 PM Chg.+0.010 Bid9:59:29 PM Ask9:59:29 PM Underlying Strike price Expiration date Option type
0.230EUR +4.55% 0.220
Bid Size: 25,000		 0.250
Ask Size: 25,000		 INTESA SANPAOLO 3.50 - 2024-12-18 Call
 

Master data

WKN: HC30UY
Issuer: UniCredit
Currency: EUR
Underlying: INTESA SANPAOLO
Type: Warrant
Option type: Call
Strike price: 3.50 -
Maturity: 2024-12-18
Issue date: 2023-01-11
Last trading day: 2024-12-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.88
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.21
Parity: -0.03
Time value: 0.25
Break-even: 3.75
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 13.64%
Delta: 0.55
Theta: 0.00
Omega: 7.70
Rho: 0.01
 

Quote data

Open: 0.240
High: 0.260
Low: 0.230
Previous Close: 0.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.55%
1 Month
  -14.81%
3 Months  
+43.75%
YTD  
+721.43%
1 Year  
+858.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.220
1M High / 1M Low: 0.330 0.130
6M High / 6M Low: 0.330 0.028
High (YTD): 2024-06-03 0.330
Low (YTD): 2024-02-13 0.029
52W High: 2024-06-03 0.330
52W Low: 2023-10-27 0.012
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.251
Avg. volume 1M:   0.000
Avg. price 6M:   0.145
Avg. volume 6M:   314.961
Avg. price 1Y:   0.084
Avg. volume 1Y:   156.250
Volatility 1M:   272.80%
Volatility 6M:   193.19%
Volatility 1Y:   180.83%
Volatility 3Y:   -