UniCredit Call 130 DYH 19.06.2024/  DE000HC84XP0  /

Frankfurt Zert./HVB
2024-05-28  7:33:22 PM Chg.+0.110 Bid8:02:04 AM Ask- Underlying Strike price Expiration date Option type
1.530EUR +7.75% 1.510
Bid Size: 2,000
-
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: 9.42
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.37
Implied volatility: 0.94
Historic volatility: 0.29
Parity: 0.37
Time value: 1.05
Break-even: 144.20
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 2.50
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.60
Theta: -0.28
Omega: 5.63
Rho: 0.04
 

Quote data

Open: 1.410
High: 1.580
Low: 1.410
Previous Close: 1.420
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.75%
1 Month
  -50.65%
3 Months
  -36.78%
YTD
  -14.53%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.530 1.420
1M High / 1M Low: 3.110 1.420
6M High / 6M Low: 4.360 1.250
High (YTD): 2024-03-28 4.360
Low (YTD): 2024-01-18 1.380
52W High: - -
52W Low: - -
Avg. price 1W:   1.458
Avg. volume 1W:   0.000
Avg. price 1M:   2.496
Avg. volume 1M:   0.000
Avg. price 6M:   2.482
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.54%
Volatility 6M:   146.23%
Volatility 1Y:   -
Volatility 3Y:   -