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UniCredit Call 450 IUI1 18.12.202.../  DE000HC3L6C2  /

Frankfurt Zert./HVB
10/24/2024  1:10:44 PM Chg.+0.370 Bid9:59:34 PM Ask10/24/2024 Underlying Strike price Expiration date Option type
6.560EUR +5.98% -
Bid Size: -		 -
Ask Size: -		 INTUITIVE SURGIC. DL... 450.00 - 12/18/2024 Call
 

Master data

WKN: HC3L6C
Issuer: UniCredit
Currency: EUR
Underlying: INTUITIVE SURGIC. DL-,001
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 12/18/2024
Issue date: 1/27/2023
Last trading day: 10/24/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.12
Leverage: Yes

Calculated values

Fair value: 2.91
Intrinsic value: 2.12
Implied volatility: 0.87
Historic volatility: 0.24
Parity: 2.12
Time value: 4.50
Break-even: 516.20
Moneyness: 1.05
Premium: 0.10
Premium p.a.: 1.21
Spread abs.: 0.33
Spread %: 5.25%
Delta: 0.62
Theta: -0.65
Omega: 4.44
Rho: 0.26
 

Quote data

Open: 6.160
High: 6.560
Low: 6.160
Previous Close: 6.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+52.20%
3 Months  
+69.95%
YTD  
+310.00%
1 Year  
+893.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 7.080 4.040
6M High / 6M Low: 7.080 1.540
High (YTD): 10/21/2024 7.080
Low (YTD): 1/8/2024 1.110
52W High: 10/21/2024 7.080
52W Low: 11/9/2023 0.650
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   5.358
Avg. volume 1M:   0.000
Avg. price 6M:   3.843
Avg. volume 6M:   0.000
Avg. price 1Y:   2.875
Avg. volume 1Y:   0.000
Volatility 1M:   328.81%
Volatility 6M:   216.17%
Volatility 1Y:   181.94%
Volatility 3Y:   -