UniCredit Call 440 UNH 15.01.2025
/ DE000HC3W2M7
UniCredit Call 440 UNH 15.01.2025/ DE000HC3W2M7 /
23/08/2024 11:46:31 |
Chg.+0.430 |
Bid21:58:55 |
Ask23/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
13.170EUR |
+3.38% |
- Bid Size: - |
- Ask Size: - |
UNITEDHEALTH GROUP D... |
440.00 - |
15/01/2025 |
Call |
Master data
WKN: |
HC3W2M |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
UNITEDHEALTH GROUP DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
440.00 - |
Maturity: |
15/01/2025 |
Issue date: |
07/02/2023 |
Last trading day: |
23/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.44 |
Intrinsic value: |
9.84 |
Implied volatility: |
0.61 |
Historic volatility: |
0.20 |
Parity: |
9.84 |
Time value: |
3.44 |
Break-even: |
572.80 |
Moneyness: |
1.22 |
Premium: |
0.06 |
Premium p.a.: |
0.20 |
Spread abs.: |
-0.37 |
Spread %: |
-2.71% |
Delta: |
0.78 |
Theta: |
-0.25 |
Omega: |
3.17 |
Rho: |
1.00 |
Quote data
Open: |
13.200 |
High: |
13.270 |
Low: |
13.170 |
Previous Close: |
12.740 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+8.13% |
3 Months |
|
|
+99.55% |
YTD |
|
|
+24.13% |
1 Year |
|
|
+51.90% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
13.540 |
12.540 |
6M High / 6M Low: |
13.870 |
4.090 |
High (YTD): |
02/08/2024 |
13.870 |
Low (YTD): |
12/04/2024 |
4.090 |
52W High: |
02/08/2024 |
13.870 |
52W Low: |
12/04/2024 |
4.090 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
13.229 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.509 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
9.675 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
44.89% |
Volatility 6M: |
|
135.43% |
Volatility 1Y: |
|
112.55% |
Volatility 3Y: |
|
- |