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UniCredit Call 480 ZFSVF 18.12.20.../  DE000HC7P5B8  /

Frankfurt Zert./HVB
8/14/2024  7:31:25 PM Chg.+0.280 Bid9:59:39 PM Ask9:59:39 PM Underlying Strike price Expiration date Option type
1.640EUR +20.59% 1.640
Bid Size: 3,000		 1.740
Ask Size: 3,000		 Zurich Insurance Gro... 480.00 - 12/18/2024 Call
 

Master data

WKN: HC7P5B
Issuer: UniCredit
Currency: EUR
Underlying: Zurich Insurance Group Ltd
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 12/18/2024
Issue date: 6/26/2023
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.39
Leverage: Yes

Calculated values

Fair value: 2.37
Intrinsic value: 0.59
Implied volatility: 0.07
Historic volatility: 0.15
Parity: 0.59
Time value: 0.91
Break-even: 495.00
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.10
Spread %: 7.14%
Delta: 0.74
Theta: -0.06
Omega: 23.93
Rho: 1.19
 

Quote data

Open: 1.430
High: 1.640
Low: 1.400
Previous Close: 1.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+35.54%
1 Month
  -24.42%
3 Months  
+33.33%
YTD  
+62.38%
1 Year  
+57.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.360 1.210
1M High / 1M Low: 2.340 1.140
6M High / 6M Low: 2.690 0.650
High (YTD): 6/24/2024 2.690
Low (YTD): 2/14/2024 0.650
52W High: 6/24/2024 2.690
52W Low: 2/14/2024 0.650
Avg. price 1W:   1.268
Avg. volume 1W:   0.000
Avg. price 1M:   1.691
Avg. volume 1M:   0.000
Avg. price 6M:   1.757
Avg. volume 6M:   0.000
Avg. price 1Y:   1.393
Avg. volume 1Y:   0.000
Volatility 1M:   201.61%
Volatility 6M:   165.97%
Volatility 1Y:   146.17%
Volatility 3Y:   -