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UniCredit Call 35 G1A 18.12.2024/  DE000HC7Z549  /

EUWAX
7/11/2024  12:27:02 PM Chg.-0.040 Bid1:14:07 PM Ask1:14:07 PM Underlying Strike price Expiration date Option type
0.530EUR -7.02% 0.560
Bid Size: 100,000		 0.570
Ask Size: 100,000		 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: 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: 0.540
Low: 0.530
Previous Close: 0.570
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.19%
1 Month  
+10.42%
3 Months  
+12.77%
YTD  
+3.92%
1 Year
  -15.87%
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): 7/4/2024 0.640
Low (YTD): 1/22/2024 0.360
52W High: 7/31/2023 0.740
52W Low: 10/27/2023 0.250
Avg. price 1W:   0.598
Avg. volume 1W:   0.000
Avg. price 1M:   0.554
Avg. volume 1M:   0.000
Avg. price 6M:   0.485
Avg. volume 6M:   0.000
Avg. price 1Y:   0.476
Avg. volume 1Y:   0.000
Volatility 1M:   108.62%
Volatility 6M:   105.28%
Volatility 1Y:   100.36%
Volatility 3Y:   -