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UniCredit Call 450 UNH 19.06.2024/  DE000HC40N89  /

Frankfurt Zert./HVB
2024-05-24  7:30:19 PM Chg.-0.070 Bid9:59:43 PM Ask9:59:43 PM Underlying Strike price Expiration date Option type
4.280EUR -1.61% 4.170
Bid Size: 15,000		 4.200
Ask Size: 15,000		 UNITEDHEALTH GROUP D... 450.00 - 2024-06-19 Call
 

Master data

WKN: HC40N8
Issuer: UniCredit
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 2024-06-19
Issue date: 2023-02-10
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 11.15
Leverage: Yes

Calculated values

Fair value: 2.24
Intrinsic value: 1.85
Implied volatility: 0.65
Historic volatility: 0.20
Parity: 1.85
Time value: 2.35
Break-even: 492.00
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 1.04
Spread abs.: 0.03
Spread %: 0.72%
Delta: 0.63
Theta: -0.63
Omega: 7.05
Rho: 0.17
 

Quote data

Open: 4.370
High: 4.380
Low: 4.280
Previous Close: 4.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.38%
1 Month  
+21.59%
3 Months  
+11.17%
YTD  
+17.26%
1 Year  
+52.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.410 4.280
1M High / 1M Low: 4.410 3.030
6M High / 6M Low: 4.410 1.170
High (YTD): 2024-05-22 4.410
Low (YTD): 2024-04-12 1.170
52W High: 2024-05-22 4.410
52W Low: 2024-04-12 1.170
Avg. price 1W:   4.358
Avg. volume 1W:   0.000
Avg. price 1M:   3.909
Avg. volume 1M:   0.000
Avg. price 6M:   3.409
Avg. volume 6M:   0.000
Avg. price 1Y:   3.284
Avg. volume 1Y:   0.000
Volatility 1M:   63.19%
Volatility 6M:   176.53%
Volatility 1Y:   133.52%
Volatility 3Y:   -