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UniCredit Call 55 1NBA 18.12.2024/  DE000HC86F01  /

Frankfurt Zert./HVB
04/10/2024  19:38:38 Chg.+0.010 Bid21:59:22 Ask21:59:22 Underlying Strike price Expiration date Option type
0.630EUR +1.61% 0.610
Bid Size: 14,000		 0.690
Ask Size: 14,000		 ANHEUSER-BUSCH INBEV 55.00 EUR 18/12/2024 Call
 

Master data

WKN: HC86F0
Issuer: UniCredit
Currency: EUR
Underlying: ANHEUSER-BUSCH INBEV
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 18/12/2024
Issue date: 24/07/2023
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.41
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.52
Implied volatility: 0.26
Historic volatility: 0.18
Parity: 0.52
Time value: 0.12
Break-even: 61.40
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 3.23%
Delta: 0.81
Theta: -0.02
Omega: 7.64
Rho: 0.09
 

Quote data

Open: 0.610
High: 0.630
Low: 0.580
Previous Close: 0.620
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+75.00%
3 Months  
+53.66%
YTD
  -19.23%
1 Year  
+50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.550
1M High / 1M Low: 0.620 0.350
6M High / 6M Low: 0.920 0.270
High (YTD): 17/05/2024 0.920
Low (YTD): 20/08/2024 0.270
52W High: 17/05/2024 0.920
52W Low: 20/08/2024 0.270
Avg. price 1W:   0.588
Avg. volume 1W:   0.000
Avg. price 1M:   0.472
Avg. volume 1M:   0.000
Avg. price 6M:   0.467
Avg. volume 6M:   0.000
Avg. price 1Y:   0.553
Avg. volume 1Y:   0.000
Volatility 1M:   194.72%
Volatility 6M:   153.07%
Volatility 1Y:   130.41%
Volatility 3Y:   -