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UniCredit Call 35 G1A 18.12.2024/  DE000HC7Z549  /

Frankfurt Zert./HVB
2024-08-06  7:27:13 PM Chg.-0.040 Bid9:59:10 PM Ask9:59:10 PM Underlying Strike price Expiration date Option type
0.460EUR -8.00% 0.460
Bid Size: 15,000		 0.480
Ask Size: 15,000		 GEA GROUP AG 35.00 - 2024-12-18 Call
 

Master data

WKN: HC7Z54
Issuer: UniCredit
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2024-12-18
Issue date: 2023-07-11
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.57
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.36
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 0.36
Time value: 0.15
Break-even: 40.10
Moneyness: 1.10
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 4.08%
Delta: 0.76
Theta: -0.01
Omega: 5.78
Rho: 0.09
 

Quote data

Open: 0.520
High: 0.520
Low: 0.460
Previous Close: 0.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -29.23%
1 Month
  -25.81%
3 Months  
+4.55%
YTD
  -11.54%
1 Year
  -33.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.500
1M High / 1M Low: 0.680 0.500
6M High / 6M Low: 0.680 0.380
High (YTD): 2024-07-31 0.680
Low (YTD): 2024-01-22 0.360
52W High: 2024-07-31 0.680
52W Low: 2023-10-27 0.260
Avg. price 1W:   0.592
Avg. volume 1W:   0.000
Avg. price 1M:   0.609
Avg. volume 1M:   0.000
Avg. price 6M:   0.515
Avg. volume 6M:   0.000
Avg. price 1Y:   0.472
Avg. volume 1Y:   0.000
Volatility 1M:   109.25%
Volatility 6M:   100.58%
Volatility 1Y:   101.91%
Volatility 3Y:   -