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UniCredit Call 475 UNH 19.06.2024/  DE000HC40N97  /

EUWAX
2024-05-23  7:00:55 PM Chg.-0.30 Bid7:08:02 PM Ask7:08:02 PM Underlying Strike price Expiration date Option type
3.41EUR -8.09% 3.42
Bid Size: 10,000		 3.45
Ask Size: 10,000		 UNITEDHEALTH GROUP D... 475.00 - 2024-06-19 Call
 

Master data

WKN: HC40N9
Issuer: UniCredit
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Call
Strike price: 475.00 -
Maturity: 2024-06-19
Issue date: 2023-02-10
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 12.95
Leverage: Yes

Calculated values

Fair value: 1.47
Intrinsic value: 0.66
Implied volatility: 0.64
Historic volatility: 0.20
Parity: 0.66
Time value: 3.06
Break-even: 512.20
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 1.30
Spread abs.: 0.04
Spread %: 1.09%
Delta: 0.57
Theta: -0.63
Omega: 7.41
Rho: 0.18
 

Quote data

Open: 3.68
High: 3.70
Low: 3.41
Previous Close: 3.71
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month  
+76.68%
3 Months  
+1.49%
YTD  
+6.23%
1 Year  
+41.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.72 3.44
1M High / 1M Low: 3.72 1.67
6M High / 6M Low: 3.72 0.60
High (YTD): 2024-05-16 3.72
Low (YTD): 2024-04-12 0.60
52W High: 2024-05-16 3.72
52W Low: 2024-04-12 0.60
Avg. price 1W:   3.62
Avg. volume 1W:   0.00
Avg. price 1M:   2.71
Avg. volume 1M:   0.00
Avg. price 6M:   2.72
Avg. volume 6M:   0.00
Avg. price 1Y:   2.74
Avg. volume 1Y:   0.00
Volatility 1M:   150.71%
Volatility 6M:   251.10%
Volatility 1Y:   186.92%
Volatility 3Y:   -