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UniCredit Call 32 R6C0 18.12.2024/  DE000HC6D7R5  /

Frankfurt Zert./HVB
11/8/2024  3:47:49 PM Chg.-0.017 Bid11/8/2024 Ask11/8/2024 Underlying Strike price Expiration date Option type
0.038EUR -30.91% 0.038
Bid Size: 800,000		 0.043
Ask Size: 800,000		 SHELL PLC 32.00 - 12/18/2024 Call
 

Master data

WKN: HC6D7R
Issuer: UniCredit
Currency: EUR
Underlying: SHELL PLC
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 12/18/2024
Issue date: 5/2/2023
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 50.27
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.17
Parity: -0.03
Time value: 0.06
Break-even: 32.63
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 10.53%
Delta: 0.46
Theta: -0.01
Omega: 23.31
Rho: 0.02
 

Quote data

Open: 0.046
High: 0.046
Low: 0.038
Previous Close: 0.055
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -22.45%
1 Month
  -54.22%
3 Months
  -80.00%
YTD
  -77.65%
1 Year
  -81.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.046
1M High / 1M Low: 0.093 0.029
6M High / 6M Low: 0.340 0.029
High (YTD): 4/12/2024 0.370
Low (YTD): 10/30/2024 0.029
52W High: 4/12/2024 0.370
52W Low: 10/30/2024 0.029
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.057
Avg. volume 1M:   0.000
Avg. price 6M:   0.166
Avg. volume 6M:   0.000
Avg. price 1Y:   0.173
Avg. volume 1Y:   0.000
Volatility 1M:   301.10%
Volatility 6M:   241.16%
Volatility 1Y:   189.28%
Volatility 3Y:   -