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UniCredit Call 60 1NBA 18.12.2024/  DE000HC7M7Z6  /

Frankfurt Zert./HVB
10/4/2024  7:25:57 PM Chg.+0.010 Bid9:59:05 PM Ask9:59:05 PM Underlying Strike price Expiration date Option type
0.280EUR +3.70% 0.250
Bid Size: 20,000		 0.330
Ask Size: 20,000		 ANHEUSER-BUSCH INBEV 60.00 - 12/18/2024 Call
 

Master data

WKN: HC7M7Z
Issuer: UniCredit
Currency: EUR
Underlying: ANHEUSER-BUSCH INBEV
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 12/18/2024
Issue date: 6/23/2023
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.77
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.02
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 0.02
Time value: 0.27
Break-even: 62.90
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 7.41%
Delta: 0.56
Theta: -0.02
Omega: 11.66
Rho: 0.06
 

Quote data

Open: 0.270
High: 0.280
Low: 0.240
Previous Close: 0.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+21.74%
1 Month  
+100.00%
3 Months  
+47.37%
YTD
  -45.10%
1 Year  
+3.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.220
1M High / 1M Low: 0.270 0.120
6M High / 6M Low: 0.570 0.100
High (YTD): 2/8/2024 0.580
Low (YTD): 9/2/2024 0.100
52W High: 2/8/2024 0.580
52W Low: 9/2/2024 0.100
Avg. price 1W:   0.250
Avg. volume 1W:   0.000
Avg. price 1M:   0.188
Avg. volume 1M:   0.000
Avg. price 6M:   0.226
Avg. volume 6M:   0.000
Avg. price 1Y:   0.313
Avg. volume 1Y:   0.000
Volatility 1M:   284.66%
Volatility 6M:   207.42%
Volatility 1Y:   168.73%
Volatility 3Y:   -