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UniCredit Call 70 KBX 18.12.2024/  DE000HC7L2V7  /

Frankfurt Zert./HVB
8/29/2024  4:45:13 PM Chg.+0.080 Bid5:04:30 PM Ask5:04:30 PM Underlying Strike price Expiration date Option type
0.710EUR +12.70% 0.690
Bid Size: 50,000		 0.700
Ask Size: 50,000		 KNORR-BREMSE AG INH... 70.00 - 12/18/2024 Call
 

Master data

WKN: HC7L2V
Issuer: UniCredit
Currency: EUR
Underlying: KNORR-BREMSE AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 12/18/2024
Issue date: 6/22/2023
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.52
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.33
Implied volatility: 0.35
Historic volatility: 0.24
Parity: 0.33
Time value: 0.44
Break-even: 77.70
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.21
Spread abs.: 0.23
Spread %: 42.59%
Delta: 0.65
Theta: -0.03
Omega: 6.22
Rho: 0.12
 

Quote data

Open: 0.620
High: 0.710
Low: 0.620
Previous Close: 0.630
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.90%
1 Month  
+9.23%
3 Months  
+1.43%
YTD  
+136.67%
1 Year  
+18.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.630
1M High / 1M Low: 0.770 0.390
6M High / 6M Low: 0.970 0.390
High (YTD): 5/15/2024 0.970
Low (YTD): 1/19/2024 0.160
52W High: 5/15/2024 0.970
52W Low: 1/19/2024 0.160
Avg. price 1W:   0.664
Avg. volume 1W:   0.000
Avg. price 1M:   0.586
Avg. volume 1M:   0.000
Avg. price 6M:   0.633
Avg. volume 6M:   0.000
Avg. price 1Y:   0.471
Avg. volume 1Y:   0.000
Volatility 1M:   205.77%
Volatility 6M:   154.97%
Volatility 1Y:   156.96%
Volatility 3Y:   -