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UniCredit Call 450 LOR 18.12.2024/  DE000HC3MCF2  /

Frankfurt Zert./HVB
2024-07-30  7:25:39 PM Chg.-0.120 Bid9:59:43 PM Ask9:59:43 PM Underlying Strike price Expiration date Option type
0.680EUR -15.00% 0.550
Bid Size: 6,000		 1.180
Ask Size: 6,000		 L OREAL INH. E... 450.00 - 2024-12-18 Call
 

Master data

WKN: HC3MCF
Issuer: UniCredit
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 2024-12-18
Issue date: 2023-01-30
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 47.88
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -5.74
Time value: 0.82
Break-even: 458.20
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.49
Spread abs.: 0.04
Spread %: 5.13%
Delta: 0.24
Theta: -0.08
Omega: 11.60
Rho: 0.34
 

Quote data

Open: 0.790
High: 0.790
Low: 0.670
Previous Close: 0.800
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -24.44%
1 Month
  -51.77%
3 Months
  -78.06%
YTD
  -85.09%
1 Year
  -80.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.760
1M High / 1M Low: 1.520 0.760
6M High / 6M Low: 4.570 0.760
High (YTD): 2024-02-05 4.570
Low (YTD): 2024-07-25 0.760
52W High: 2024-02-05 4.570
52W Low: 2024-07-25 0.760
Avg. price 1W:   0.852
Avg. volume 1W:   0.000
Avg. price 1M:   1.045
Avg. volume 1M:   0.000
Avg. price 6M:   2.783
Avg. volume 6M:   0.000
Avg. price 1Y:   2.941
Avg. volume 1Y:   0.000
Volatility 1M:   243.69%
Volatility 6M:   173.33%
Volatility 1Y:   143.15%
Volatility 3Y:   -