OverviewChartNewsTraderScreen

UniCredit Call 440 BRYN 18.12.202.../  DE000HC79MS7  /

EUWAX
2024-11-14  6:04:20 PM Chg.+0.01 Bid7:06:34 PM Ask7:06:34 PM Underlying Strike price Expiration date Option type
3.06EUR +0.33% 3.07
Bid Size: 6,000		 3.09
Ask Size: 6,000		 BERKSH. H.B NEW DL-,... 440.00 - 2024-12-18 Call
 

Master data

WKN: HC79MS
Issuer: UniCredit
Currency: EUR
Underlying: BERKSH. H.B NEW DL-,00333
Type: Warrant
Option type: Call
Strike price: 440.00 -
Maturity: 2024-12-18
Issue date: 2023-06-09
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.34
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.30
Implied volatility: 0.54
Historic volatility: 0.13
Parity: 0.30
Time value: 2.79
Break-even: 470.90
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.92
Spread abs.: 0.02
Spread %: 0.65%
Delta: 0.56
Theta: -0.44
Omega: 7.97
Rho: 0.20
 

Quote data

Open: 3.03
High: 3.15
Low: 3.03
Previous Close: 3.05
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.69%
1 Month  
+8.90%
3 Months  
+63.64%
YTD  
+750.00%
1 Year  
+500.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.11 2.60
1M High / 1M Low: 3.14 1.41
6M High / 6M Low: 4.53 0.73
High (YTD): 2024-09-03 4.53
Low (YTD): 2024-01-17 0.35
52W High: 2024-09-03 4.53
52W Low: 2023-12-27 0.32
Avg. price 1W:   2.92
Avg. volume 1W:   0.00
Avg. price 1M:   2.63
Avg. volume 1M:   0.00
Avg. price 6M:   2.03
Avg. volume 6M:   0.00
Avg. price 1Y:   1.53
Avg. volume 1Y:   0.00
Volatility 1M:   420.45%
Volatility 6M:   234.24%
Volatility 1Y:   203.60%
Volatility 3Y:   -