UniCredit Call 500 ZFSVF 18.12.2024
/ DE000HC7P5C6
UniCredit Call 500 ZFSVF 18.12.20.../ DE000HC7P5C6 /
2024-08-14 8:59:06 PM |
Chg.- |
Bid8:50:50 AM |
Ask8:50:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
- |
0.870 Bid Size: 4,000 |
0.950 Ask Size: 4,000 |
Zurich Insurance Gro... |
500.00 - |
2024-12-18 |
Call |
Master data
WKN: |
HC7P5C |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Zurich Insurance Group Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
500.00 - |
Maturity: |
2024-12-18 |
Issue date: |
2023-06-26 |
Last trading day: |
2024-12-17 |
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: |
0.740 |
High: |
0.840 |
Low: |
0.720 |
Previous Close: |
0.700 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+33.33% |
1 Month |
|
|
-23.64% |
3 Months |
|
|
+23.53% |
YTD |
|
|
+29.23% |
1 Year |
|
|
+44.83% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.590 |
1M High / 1M Low: |
1.320 |
0.540 |
6M High / 6M Low: |
1.660 |
0.440 |
High (YTD): |
2024-03-20 |
1.660 |
Low (YTD): |
2024-02-14 |
0.380 |
52W High: |
2024-03-20 |
1.660 |
52W Low: |
2024-02-14 |
0.380 |
Avg. price 1W: |
|
0.678 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.891 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.027 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.844 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
252.12% |
Volatility 6M: |
|
191.42% |
Volatility 1Y: |
|
175.19% |
Volatility 3Y: |
|
- |