OverviewChartNewsTraderScreen

UniCredit Call 480 ZFSVF 18.12.20.../  DE000HC7P5B8  /

EUWAX
8/14/2024  8:59:06 PM Chg.+0.25 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
1.66EUR +17.73% -
Bid Size: -		 -
Ask Size: -		 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: 1.48
High: 1.66
Low: 1.45
Previous Close: 1.41
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+49.55%
1 Month
  -23.15%
3 Months  
+34.96%
YTD  
+66.00%
1 Year  
+66.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.41 1.11
1M High / 1M Low: 2.31 1.11
6M High / 6M Low: 2.72 0.64
High (YTD): 6/24/2024 2.72
Low (YTD): 2/14/2024 0.64
52W High: 6/24/2024 2.72
52W Low: 2/14/2024 0.64
Avg. price 1W:   1.25
Avg. volume 1W:   0.00
Avg. price 1M:   1.67
Avg. volume 1M:   0.00
Avg. price 6M:   1.75
Avg. volume 6M:   0.00
Avg. price 1Y:   1.38
Avg. volume 1Y:   0.00
Volatility 1M:   192.79%
Volatility 6M:   163.95%
Volatility 1Y:   151.29%
Volatility 3Y:   -