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UniCredit Call 35 G1A 18.12.2024/  DE000HC7Z549  /

Frankfurt Zert./HVB
07/08/2024  11:36:36 Chg.+0.080 Bid07/08/2024 Ask07/08/2024 Underlying Strike price Expiration date Option type
0.540EUR +17.39% 0.540
Bid Size: 100,000		 0.550
Ask Size: 100,000		 GEA GROUP AG 35.00 - 18/12/2024 Call
 

Master data

WKN: HC7Z54
Issuer: UniCredit
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 18/12/2024
Issue date: 11/07/2023
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.00
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.34
Implied volatility: 0.27
Historic volatility: 0.20
Parity: 0.34
Time value: 0.14
Break-even: 39.80
Moneyness: 1.10
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 4.35%
Delta: 0.77
Theta: -0.01
Omega: 6.14
Rho: 0.09
 

Quote data

Open: 0.570
High: 0.570
Low: 0.540
Previous Close: 0.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.59%
1 Month
  -12.90%
3 Months  
+14.89%
YTD  
+3.85%
1 Year
  -18.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.460
1M High / 1M Low: 0.680 0.460
6M High / 6M Low: 0.680 0.380
High (YTD): 31/07/2024 0.680
Low (YTD): 22/01/2024 0.360
52W High: 31/07/2024 0.680
52W Low: 27/10/2023 0.260
Avg. price 1W:   0.554
Avg. volume 1W:   0.000
Avg. price 1M:   0.602
Avg. volume 1M:   0.000
Avg. price 6M:   0.516
Avg. volume 6M:   0.000
Avg. price 1Y:   0.472
Avg. volume 1Y:   0.000
Volatility 1M:   109.44%
Volatility 6M:   101.07%
Volatility 1Y:   102.03%
Volatility 3Y:   -