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UniCredit Call 80 NDA 18.12.2024/  DE000HC7L3K8  /

EUWAX
2024-07-26  1:12:28 PM Chg.+0.030 Bid1:25:25 PM Ask1:25:25 PM Underlying Strike price Expiration date Option type
0.330EUR +10.00% 0.330
Bid Size: 90,000		 0.340
Ask Size: 90,000		 AURUBIS AG 80.00 - 2024-12-18 Call
 

Master data

WKN: HC7L3K
Issuer: UniCredit
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-12-18
Issue date: 2023-06-22
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.78
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.32
Parity: -0.88
Time value: 0.36
Break-even: 83.60
Moneyness: 0.89
Premium: 0.17
Premium p.a.: 0.50
Spread abs.: 0.10
Spread %: 38.46%
Delta: 0.37
Theta: -0.02
Omega: 7.27
Rho: 0.09
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.50%
1 Month
  -36.54%
3 Months
  -44.07%
YTD
  -58.23%
1 Year
  -79.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.260
1M High / 1M Low: 0.700 0.260
6M High / 6M Low: 0.890 0.100
High (YTD): 2024-05-20 0.890
Low (YTD): 2024-03-05 0.100
52W High: 2023-07-31 1.760
52W Low: 2024-03-05 0.100
Avg. price 1W:   0.312
Avg. volume 1W:   0.000
Avg. price 1M:   0.529
Avg. volume 1M:   0.000
Avg. price 6M:   0.431
Avg. volume 6M:   0.000
Avg. price 1Y:   0.676
Avg. volume 1Y:   191.406
Volatility 1M:   230.21%
Volatility 6M:   211.32%
Volatility 1Y:   173.79%
Volatility 3Y:   -