OverviewChartNewsTraderScreen

UniCredit Call 520 ZFSVF 18.12.20.../  DE000HD0H2D6  /

Frankfurt Zert./HVB
16/07/2024  14:13:14 Chg.-0.080 Bid14:40:09 Ask14:40:09 Underlying Strike price Expiration date Option type
0.450EUR -15.09% 0.480
Bid Size: 25,000		 0.500
Ask Size: 25,000		 Zurich Insurance Gro... 520.00 - 18/12/2024 Call
 

Master data

WKN: HD0H2D
Issuer: UniCredit
Currency: EUR
Underlying: Zurich Insurance Group Ltd
Type: Warrant
Option type: Call
Strike price: 520.00 -
Maturity: 18/12/2024
Issue date: 06/11/2023
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 80.07
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.15
Parity: -3.16
Time value: 0.61
Break-even: 526.10
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.19
Spread abs.: 0.10
Spread %: 19.61%
Delta: 0.28
Theta: -0.05
Omega: 22.25
Rho: 0.55
 

Quote data

Open: 0.470
High: 0.490
Low: 0.440
Previous Close: 0.530
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.73%
1 Month
  -28.57%
3 Months
  -13.46%
YTD  
+7.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.530
1M High / 1M Low: 0.900 0.470
6M High / 6M Low: 1.030 0.200
High (YTD): 20/03/2024 1.030
Low (YTD): 14/02/2024 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.598
Avg. volume 1W:   0.000
Avg. price 1M:   0.687
Avg. volume 1M:   0.000
Avg. price 6M:   0.556
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.74%
Volatility 6M:   216.77%
Volatility 1Y:   -
Volatility 3Y:   -