UniCredit Call 130 DYH 19.06.2024/  DE000HC84XP0  /

Frankfurt Zert./HVB
2024-06-10  1:30:22 PM Chg.-0.010 Bid1:55:03 PM Ask- Underlying Strike price Expiration date Option type
1.480EUR -0.67% 1.470
Bid Size: 6,000
-
Ask Size: -
TARGET CORP. DL-... 130.00 - 2024-06-19 Call
 

Master data

WKN: HC84XP
Issuer: UniCredit
Currency: EUR
Underlying: TARGET CORP. DL-,0833
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2024-06-19
Issue date: 2023-07-20
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.97
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.55
Implied volatility: 1.46
Historic volatility: 0.29
Parity: 0.55
Time value: 0.96
Break-even: 145.10
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 15.29
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.62
Theta: -0.67
Omega: 5.53
Rho: 0.02
 

Quote data

Open: 1.470
High: 1.480
Low: 1.410
Previous Close: 1.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -29.86%
1 Month
  -50.99%
3 Months
  -61.56%
YTD
  -17.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.110 1.480
1M High / 1M Low: 3.110 1.420
6M High / 6M Low: 4.360 1.380
High (YTD): 2024-03-28 4.360
Low (YTD): 2024-01-18 1.380
52W High: - -
52W Low: - -
Avg. price 1W:   1.734
Avg. volume 1W:   0.000
Avg. price 1M:   2.089
Avg. volume 1M:   0.000
Avg. price 6M:   2.509
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.22%
Volatility 6M:   150.89%
Volatility 1Y:   -
Volatility 3Y:   -