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UniCredit Call 35 G1A 18.12.2024/  DE000HC7Z549  /

Frankfurt Zert./HVB
2024-07-11  2:56:19 PM Chg.+0.010 Bid3:08:42 PM Ask3:08:42 PM Underlying Strike price Expiration date Option type
0.570EUR +1.79% 0.560
Bid Size: 100,000		 0.570
Ask Size: 100,000		 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: 6.66
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.43
Implied volatility: 0.29
Historic volatility: 0.19
Parity: 0.43
Time value: 0.16
Break-even: 40.90
Moneyness: 1.12
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 3.51%
Delta: 0.78
Theta: -0.01
Omega: 5.20
Rho: 0.11
 

Quote data

Open: 0.540
High: 0.570
Low: 0.530
Previous Close: 0.560
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.94%
1 Month  
+18.75%
3 Months  
+21.28%
YTD  
+9.62%
1 Year
  -9.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.550
1M High / 1M Low: 0.640 0.450
6M High / 6M Low: 0.640 0.360
High (YTD): 2024-07-04 0.640
Low (YTD): 2024-01-22 0.360
52W High: 2023-07-31 0.740
52W Low: 2023-10-27 0.260
Avg. price 1W:   0.594
Avg. volume 1W:   0.000
Avg. price 1M:   0.554
Avg. volume 1M:   0.000
Avg. price 6M:   0.487
Avg. volume 6M:   0.000
Avg. price 1Y:   0.478
Avg. volume 1Y:   0.000
Volatility 1M:   102.65%
Volatility 6M:   101.76%
Volatility 1Y:   98.90%
Volatility 3Y:   -