UniCredit Call 440 UNH 15.01.2025
/ DE000HC3W2M7
UniCredit Call 440 UNH 15.01.2025/ DE000HC3W2M7 /
| 7/10/2024 8:26:30 AM |
Chg.-0.10 |
Bid8:44:23 AM |
Ask8:44:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.75EUR |
-1.46% |
6.75
Bid Size: 500 |
6.94
Ask Size: 500 |
UNITEDHEALTH GROUP D... |
440.00 - |
1/15/2025 |
Call |
Master data
| WKN: |
HC3W2M |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
UNITEDHEALTH GROUP DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 - |
| Maturity: |
1/15/2025 |
| Issue date: |
2/7/2023 |
| Last trading day: |
1/14/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.85 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.20 |
| Parity: |
1.51 |
| Time value: |
5.34 |
| Break-even: |
508.50 |
| Moneyness: |
1.03 |
| Premium: |
0.12 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
0.44% |
| Delta: |
0.63 |
| Theta: |
-0.17 |
| Omega: |
4.17 |
| Rho: |
1.12 |
Quote data
| Open: |
6.75 |
| High: |
6.75 |
| Low: |
6.75 |
| Previous Close: |
6.85 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.05% |
| 1 Month |
|
|
+0.45% |
| 3 Months |
|
|
+42.11% |
| YTD |
|
|
-35.71% |
| 1 Year |
|
|
-9.64% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.85 |
6.55 |
| 1M High / 1M Low: |
7.28 |
5.94 |
| 6M High / 6M Low: |
11.52 |
4.13 |
| High (YTD): |
1/4/2024 |
12.27 |
| Low (YTD): |
4/12/2024 |
4.13 |
| 52W High: |
10/13/2023 |
13.15 |
| 52W Low: |
4/12/2024 |
4.13 |
| Avg. price 1W: |
|
6.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
9.31 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
77.80% |
| Volatility 6M: |
|
121.00% |
| Volatility 1Y: |
|
97.18% |
| Volatility 3Y: |
|
- |
