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UniCredit Call 450 UNH 19.06.2024/  DE000HC40N89  /

Frankfurt Zert./HVB
2024-05-23  5:38:18 PM Chg.-0.050 Bid6:24:28 PM Ask6:24:28 PM Underlying Strike price Expiration date Option type
4.360EUR -1.13% 4.370
Bid Size: 15,000		 4.400
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: 10.87
Leverage: Yes

Calculated values

Fair value: 3.40
Intrinsic value: 3.16
Implied volatility: 0.48
Historic volatility: 0.20
Parity: 3.16
Time value: 1.27
Break-even: 494.30
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.42
Spread abs.: 0.04
Spread %: 0.91%
Delta: 0.73
Theta: -0.42
Omega: 7.90
Rho: 0.23
 

Quote data

Open: 4.380
High: 4.420
Low: 4.360
Previous Close: 4.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.46%
1 Month  
+38.41%
3 Months  
+12.66%
YTD  
+19.45%
1 Year  
+57.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.410 4.340
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:   4.368
Avg. volume 1W:   0.000
Avg. price 1M:   3.774
Avg. volume 1M:   0.000
Avg. price 6M:   3.402
Avg. volume 6M:   0.000
Avg. price 1Y:   3.270
Avg. volume 1Y:   0.000
Volatility 1M:   67.58%
Volatility 6M:   176.50%
Volatility 1Y:   133.28%
Volatility 3Y:   -