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UniCredit Call 425 UNH 19.06.2024/  DE000HC40N71  /

Frankfurt Zert./HVB
2024-05-24  7:40:28 PM Chg.-0.030 Bid9:14:27 PM Ask9:14:27 PM Underlying Strike price Expiration date Option type
4.550EUR -0.66% 4.530
Bid Size: 15,000		 4.560
Ask Size: 15,000		 UNITEDHEALTH GROUP D... 425.00 - 2024-06-19 Call
 

Master data

WKN: HC40N7
Issuer: UniCredit
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Call
Strike price: 425.00 -
Maturity: 2024-06-19
Issue date: 2023-02-10
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 10.27
Leverage: Yes

Calculated values

Fair value: 4.48
Intrinsic value: 4.35
Implied volatility: 0.26
Historic volatility: 0.20
Parity: 4.35
Time value: 0.21
Break-even: 470.60
Moneyness: 1.10
Premium: 0.00
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 0.66%
Delta: 0.93
Theta: -0.13
Omega: 9.57
Rho: 0.27
 

Quote data

Open: 4.570
High: 4.570
Low: 4.550
Previous Close: 4.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.44%
1 Month  
+7.82%
3 Months  
+8.85%
YTD  
+15.48%
1 Year  
+45.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.580 4.540
1M High / 1M Low: 4.580 4.030
6M High / 6M Low: 4.580 2.000
High (YTD): 2024-05-23 4.580
Low (YTD): 2024-04-12 2.000
52W High: 2024-05-23 4.580
52W Low: 2024-04-12 2.000
Avg. price 1W:   4.560
Avg. volume 1W:   0.000
Avg. price 1M:   4.394
Avg. volume 1M:   0.000
Avg. price 6M:   3.901
Avg. volume 6M:   0.000
Avg. price 1Y:   3.692
Avg. volume 1Y:   0.000
Volatility 1M:   22.70%
Volatility 6M:   99.99%
Volatility 1Y:   79.61%
Volatility 3Y:   -