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UniCredit Call 60 KBX 18.12.2024/  DE000HC87L77  /

Frankfurt Zert./HVB
2024-07-25  2:11:08 PM Chg.-0.110 Bid2:30:52 PM Ask2:30:52 PM Underlying Strike price Expiration date Option type
1.080EUR -9.24% 1.070
Bid Size: 45,000		 1.080
Ask Size: 45,000		 KNORR-BREMSE AG INH... 60.00 - 2024-12-18 Call
 

Master data

WKN: HC87L7
Issuer: UniCredit
Currency: EUR
Underlying: KNORR-BREMSE AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-12-18
Issue date: 2023-07-25
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.74
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 1.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 1.00
Time value: 0.22
Break-even: 72.20
Moneyness: 1.17
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.06
Spread %: 5.17%
Delta: 0.83
Theta: -0.02
Omega: 4.77
Rho: 0.18
 

Quote data

Open: 1.120
High: 1.120
Low: 1.070
Previous Close: 1.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -26.53%
1 Month
  -14.29%
3 Months
  -6.90%
YTD  
+68.75%
1 Year
  -0.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.530 1.190
1M High / 1M Low: 1.540 1.190
6M High / 6M Low: 1.740 0.410
High (YTD): 2024-05-15 1.740
Low (YTD): 2024-02-13 0.410
52W High: 2024-05-15 1.740
52W Low: 2024-02-13 0.410
Avg. price 1W:   1.422
Avg. volume 1W:   0.000
Avg. price 1M:   1.375
Avg. volume 1M:   0.000
Avg. price 6M:   1.164
Avg. volume 6M:   0.000
Avg. price 1Y:   0.951
Avg. volume 1Y:   0.000
Volatility 1M:   107.96%
Volatility 6M:   122.75%
Volatility 1Y:   113.89%
Volatility 3Y:   -