OverviewChartNewsTraderScreen

UniCredit Call 45 G1A 18.12.2024/  DE000HC7L1V9  /

Frankfurt Zert./HVB
11/09/2024  19:31:25 Chg.0.000 Bid21:59:14 Ask21:59:14 Underlying Strike price Expiration date Option type
0.110EUR 0.00% 0.110
Bid Size: 25,000		 0.140
Ask Size: 25,000		 GEA GROUP AG 45.00 - 18/12/2024 Call
 

Master data

WKN: HC7L1V
Issuer: UniCredit
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 18/12/2024
Issue date: 22/06/2023
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 30.19
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -0.27
Time value: 0.14
Break-even: 46.40
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.42
Spread abs.: 0.03
Spread %: 27.27%
Delta: 0.37
Theta: -0.01
Omega: 11.31
Rho: 0.04
 

Quote data

Open: 0.110
High: 0.120
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month  
+42.86%
3 Months  
+69.23%
YTD
  -15.38%
1 Year
  -42.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.086
1M High / 1M Low: 0.130 0.074
6M High / 6M Low: 0.150 0.044
High (YTD): 22/03/2024 0.150
Low (YTD): 06/06/2024 0.044
52W High: 15/09/2023 0.190
52W Low: 06/06/2024 0.044
Avg. price 1W:   0.103
Avg. volume 1W:   0.000
Avg. price 1M:   0.093
Avg. volume 1M:   0.000
Avg. price 6M:   0.086
Avg. volume 6M:   0.000
Avg. price 1Y:   0.088
Avg. volume 1Y:   0.000
Volatility 1M:   180.85%
Volatility 6M:   247.50%
Volatility 1Y:   232.26%
Volatility 3Y:   -