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UniCredit Call 3500 PCE1 15.01.20.../  DE000HC35JZ0  /

Frankfurt Zert./HVB
07/10/2024  19:33:33 Chg.+0.100 Bid21:59:41 Ask21:59:41 Underlying Strike price Expiration date Option type
7.100EUR +1.43% 6.850
Bid Size: 4,000		 6.880
Ask Size: 4,000		 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: 5.33
Leverage: Yes

Calculated values

Fair value: 4.04
Intrinsic value: 3.17
Implied volatility: 0.69
Historic volatility: 0.23
Parity: 3.17
Time value: 3.99
Break-even: 4,216.00
Moneyness: 1.09
Premium: 0.10
Premium p.a.: 0.44
Spread abs.: 0.21
Spread %: 3.02%
Delta: 0.67
Theta: -2.67
Omega: 3.58
Rho: 5.07
 

Quote data

Open: 6.860
High: 7.620
Low: 6.850
Previous Close: 7.000
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.93%
1 Month  
+84.42%
3 Months  
+23.48%
YTD  
+37.86%
1 Year  
+96.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.240 6.190
1M High / 1M Low: 7.550 4.150
6M High / 6M Low: 7.550 1.320
High (YTD): 27/09/2024 7.550
Low (YTD): 05/08/2024 1.320
52W High: 27/09/2024 7.550
52W Low: 05/08/2024 1.320
Avg. price 1W:   6.600
Avg. volume 1W:   0.000
Avg. price 1M:   5.970
Avg. volume 1M:   300
Avg. price 6M:   4.944
Avg. volume 6M:   46.512
Avg. price 1Y:   4.537
Avg. volume 1Y:   24.291
Volatility 1M:   115.05%
Volatility 6M:   212.28%
Volatility 1Y:   165.99%
Volatility 3Y:   -