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UniCredit Call 52 OPC 19.06.2024/  DE000HC44P75  /

Frankfurt Zert./HVB
2024-06-07  7:34:25 PM Chg.+0.050 Bid9:51:41 PM Ask9:51:41 PM Underlying Strike price Expiration date Option type
4.540EUR +1.11% 4.500
Bid Size: 10,000		 4.560
Ask Size: 10,000		 OCCIDENTAL PET. D... 52.00 - 2024-06-19 Call
 

Master data

WKN: HC44P7
Issuer: UniCredit
Currency: EUR
Underlying: OCCIDENTAL PET. DL-,20
Type: Warrant
Option type: Call
Strike price: 52.00 -
Maturity: 2024-06-19
Issue date: 2023-02-14
Last trading day: 2024-06-18
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 12.05
Leverage: Yes

Calculated values

Fair value: 3.16
Intrinsic value: 3.07
Implied volatility: 0.74
Historic volatility: 0.21
Parity: 3.07
Time value: 1.50
Break-even: 56.57
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 1.44
Spread abs.: 0.06
Spread %: 1.33%
Delta: 0.70
Theta: -0.11
Omega: 8.42
Rho: 0.01
 

Quote data

Open: 4.320
High: 4.560
Low: 4.320
Previous Close: 4.490
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.22%
1 Month  
+0.89%
3 Months  
+19.79%
YTD  
+36.34%
1 Year  
+53.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.540 4.390
1M High / 1M Low: 4.560 4.390
6M High / 6M Low: 4.570 2.680
High (YTD): 2024-04-12 4.570
Low (YTD): 2024-01-19 2.830
52W High: 2024-04-12 4.570
52W Low: 2023-06-23 2.670
Avg. price 1W:   4.464
Avg. volume 1W:   0.000
Avg. price 1M:   4.516
Avg. volume 1M:   0.000
Avg. price 6M:   3.865
Avg. volume 6M:   0.000
Avg. price 1Y:   3.553
Avg. volume 1Y:   0.000
Volatility 1M:   12.31%
Volatility 6M:   44.66%
Volatility 1Y:   44.25%
Volatility 3Y:   -