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UniCredit Call 500 ZFSVF 18.12.20.../  DE000HC7P5C6  /

Frankfurt Zert./HVB
8/14/2024  7:25:33 PM Chg.+0.150 Bid9:59:39 PM Ask9:59:39 PM Underlying Strike price Expiration date Option type
0.820EUR +22.39% 0.820
Bid Size: 4,000		 0.920
Ask Size: 4,000		 Zurich Insurance Gro... 500.00 - 12/18/2024 Call
 

Master data

WKN: HC7P5C
Issuer: UniCredit
Currency: EUR
Underlying: Zurich Insurance Group Ltd
Type: Warrant
Option type: Call
Strike price: 500.00 -
Maturity: 12/18/2024
Issue date: 6/26/2023
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 61.51
Leverage: Yes

Calculated values

Fair value: 1.38
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.15
Parity: -1.41
Time value: 0.79
Break-even: 507.90
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 0.14
Spread abs.: 0.10
Spread %: 14.49%
Delta: 0.40
Theta: -0.06
Omega: 24.78
Rho: 0.65
 

Quote data

Open: 0.720
High: 0.820
Low: 0.690
Previous Close: 0.670
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+28.13%
1 Month
  -22.64%
3 Months  
+18.84%
YTD  
+24.24%
1 Year  
+32.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.610
1M High / 1M Low: 1.330 0.550
6M High / 6M Low: 1.650 0.450
High (YTD): 3/20/2024 1.650
Low (YTD): 2/14/2024 0.380
52W High: 3/20/2024 1.650
52W Low: 2/14/2024 0.380
Avg. price 1W:   0.682
Avg. volume 1W:   0.000
Avg. price 1M:   0.904
Avg. volume 1M:   0.000
Avg. price 6M:   1.035
Avg. volume 6M:   0.000
Avg. price 1Y:   0.859
Avg. volume 1Y:   0.000
Volatility 1M:   267.57%
Volatility 6M:   194.92%
Volatility 1Y:   166.44%
Volatility 3Y:   -