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UniCredit Call 35 G1A 18.12.2024/  DE000HC7Z549  /

EUWAX
9/12/2024  9:32:22 AM Chg.+0.010 Bid9:45:41 AM Ask9:45:41 AM Underlying Strike price Expiration date Option type
0.790EUR +1.28% 0.780
Bid Size: 80,000		 0.790
Ask Size: 80,000		 GEA GROUP AG 35.00 - 12/18/2024 Call
 

Master data

WKN: HC7Z54
Issuer: UniCredit
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 12/18/2024
Issue date: 7/11/2023
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.13
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.71
Implied volatility: 0.42
Historic volatility: 0.20
Parity: 0.71
Time value: 0.11
Break-even: 43.20
Moneyness: 1.20
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.05
Spread %: 6.49%
Delta: 0.84
Theta: -0.01
Omega: 4.33
Rho: 0.07
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.780
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.76%
1 Month  
+29.51%
3 Months  
+51.92%
YTD  
+54.90%
1 Year  
+43.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.690
1M High / 1M Low: 0.790 0.610
6M High / 6M Low: 0.790 0.400
High (YTD): 8/30/2024 0.790
Low (YTD): 1/22/2024 0.360
52W High: 8/30/2024 0.790
52W Low: 10/27/2023 0.250
Avg. price 1W:   0.750
Avg. volume 1W:   0.000
Avg. price 1M:   0.695
Avg. volume 1M:   0.000
Avg. price 6M:   0.554
Avg. volume 6M:   0.000
Avg. price 1Y:   0.481
Avg. volume 1Y:   0.000
Volatility 1M:   63.73%
Volatility 6M:   98.16%
Volatility 1Y:   105.23%
Volatility 3Y:   -