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UniCredit Call 3500 PCE1 15.01.20.../  DE000HC35JZ0  /

Frankfurt Zert./HVB
08/11/2024  19:32:10 Chg.-0.070 Bid21:59:29 Ask- Underlying Strike price Expiration date Option type
13.570EUR -0.51% 13.730
Bid Size: 3,000		 -
Ask Size: -		 BOOKING HLDGS DL... 3,500.00 - 15/01/2025 Call
 

Master data

WKN: HC35JZ
Issuer: UniCredit
Currency: EUR
Underlying: BOOKING HLDGS DL-,008
Type: Warrant
Option type: Call
Strike price: 3,500.00 -
Maturity: 15/01/2025
Issue date: 13/01/2023
Last trading day: 14/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.39
Leverage: Yes

Calculated values

Fair value: 11.32
Intrinsic value: 11.12
Implied volatility: 0.94
Historic volatility: 0.23
Parity: 11.12
Time value: 2.50
Break-even: 4,862.00
Moneyness: 1.32
Premium: 0.05
Premium p.a.: 0.33
Spread abs.: -0.09
Spread %: -0.66%
Delta: 0.82
Theta: -3.91
Omega: 2.76
Rho: 4.41
 

Quote data

Open: 13.350
High: 13.910
Low: 13.350
Previous Close: 13.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.32%
1 Month  
+70.91%
3 Months  
+436.36%
YTD  
+163.50%
1 Year  
+352.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.470 12.100
1M High / 1M Low: 14.470 7.800
6M High / 6M Low: 14.470 1.320
High (YTD): 06/11/2024 14.470
Low (YTD): 05/08/2024 1.320
52W High: 06/11/2024 14.470
52W Low: 05/08/2024 1.320
Avg. price 1W:   13.300
Avg. volume 1W:   0.000
Avg. price 1M:   9.743
Avg. volume 1M:   0.000
Avg. price 6M:   5.958
Avg. volume 6M:   45.802
Avg. price 1Y:   5.196
Avg. volume 1Y:   24.196
Volatility 1M:   97.99%
Volatility 6M:   207.87%
Volatility 1Y:   164.73%
Volatility 3Y:   -