OverviewChartNewsTraderScreen

UniCredit Call 480 ZFSVF 18.12.20.../  DE000HC7P5B8  /

Frankfurt Zert./HVB
16/07/2024  14:05:54 Chg.-0.240 Bid14:21:27 Ask14:21:27 Underlying Strike price Expiration date Option type
1.710EUR -12.31% 1.740
Bid Size: 20,000		 1.760
Ask Size: 20,000		 Zurich Insurance Gro... 480.00 - 18/12/2024 Call
 

Master data

WKN: HC7P5B
Issuer: UniCredit
Currency: EUR
Underlying: Zurich Insurance Group Ltd
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 18/12/2024
Issue date: 26/06/2023
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.94
Leverage: Yes

Calculated values

Fair value: 2.78
Intrinsic value: 0.84
Implied volatility: 0.09
Historic volatility: 0.15
Parity: 0.84
Time value: 1.20
Break-even: 500.40
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.10
Spread %: 5.15%
Delta: 0.73
Theta: -0.06
Omega: 17.47
Rho: 1.43
 

Quote data

Open: 1.770
High: 1.840
Low: 1.680
Previous Close: 1.950
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.64%
1 Month
  -12.76%
3 Months  
+22.14%
YTD  
+69.31%
1 Year  
+98.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.170 1.950
1M High / 1M Low: 2.690 1.720
6M High / 6M Low: 2.690 0.650
High (YTD): 24/06/2024 2.690
Low (YTD): 14/02/2024 0.650
52W High: 24/06/2024 2.690
52W Low: 14/02/2024 0.650
Avg. price 1W:   2.076
Avg. volume 1W:   0.000
Avg. price 1M:   2.228
Avg. volume 1M:   0.000
Avg. price 6M:   1.617
Avg. volume 6M:   0.000
Avg. price 1Y:   1.347
Avg. volume 1Y:   0.000
Volatility 1M:   127.63%
Volatility 6M:   161.11%
Volatility 1Y:   139.45%
Volatility 3Y:   -