OverviewChartNewsTraderScreen

UniCredit Call 455 UNH 15.01.2025/  DE000HC4TEG9  /

Frankfurt Zert./HVB
2024-06-28  7:40:05 PM Chg.+0.460 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
5.990EUR +8.32% 7.060
Bid Size: 4,000		 7.090
Ask Size: 4,000		 UNITEDHEALTH GROUP D... 455.00 - 2025-01-15 Call
 

Master data

WKN: HC4TEG
Issuer: UniCredit
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Call
Strike price: 455.00 -
Maturity: 2025-01-15
Issue date: 2023-03-07
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.70
Leverage: Yes

Calculated values

Fair value: 4.42
Intrinsic value: 2.03
Implied volatility: 0.41
Historic volatility: 0.20
Parity: 2.03
Time value: 5.06
Break-even: 525.90
Moneyness: 1.04
Premium: 0.11
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 0.42%
Delta: 0.64
Theta: -0.16
Omega: 4.30
Rho: 1.28
 

Quote data

Open: 5.530
High: 6.300
Low: 5.510
Previous Close: 5.530
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.59%
1 Month
  -7.28%
3 Months
  -9.24%
YTD
  -37.54%
1 Year
  -22.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.990 5.340
1M High / 1M Low: 6.830 5.100
6M High / 6M Low: 11.120 3.430
High (YTD): 2024-01-04 11.120
Low (YTD): 2024-04-12 3.430
52W High: 2023-10-16 11.990
52W Low: 2024-04-12 3.430
Avg. price 1W:   5.586
Avg. volume 1W:   0.000
Avg. price 1M:   5.826
Avg. volume 1M:   0.000
Avg. price 6M:   7.065
Avg. volume 6M:   0.000
Avg. price 1Y:   8.384
Avg. volume 1Y:   0.000
Volatility 1M:   116.41%
Volatility 6M:   129.41%
Volatility 1Y:   105.41%
Volatility 3Y:   -