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UniCredit Call 80 HEN3 19.06.2024/  DE000HC2P269  /

Frankfurt Zert./HVB
2024-05-23  10:00:53 AM Chg.+0.020 Bid10:32:43 AM Ask10:32:43 AM Underlying Strike price Expiration date Option type
0.450EUR +4.65% 0.400
Bid Size: 70,000		 0.410
Ask Size: 70,000		 HENKEL AG+CO.KGAA VZ... 80.00 - 2024-06-19 Call
 

Master data

WKN: HC2P26
Issuer: UniCredit
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-06-19
Issue date: 2022-12-19
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.51
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.38
Implied volatility: 0.44
Historic volatility: 0.16
Parity: 0.38
Time value: 0.24
Break-even: 86.20
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.47
Spread abs.: 0.20
Spread %: 47.62%
Delta: 0.68
Theta: -0.07
Omega: 9.21
Rho: 0.04
 

Quote data

Open: 0.430
High: 0.470
Low: 0.430
Previous Close: 0.430
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.65%
1 Month  
+1400.00%
3 Months  
+1630.77%
YTD  
+275.00%
1 Year
  -19.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.430
1M High / 1M Low: 0.500 0.030
6M High / 6M Low: 0.500 0.013
High (YTD): 2024-05-20 0.500
Low (YTD): 2024-04-17 0.013
52W High: 2023-05-23 0.560
52W Low: 2024-04-17 0.013
Avg. price 1W:   0.460
Avg. volume 1W:   0.000
Avg. price 1M:   0.244
Avg. volume 1M:   0.000
Avg. price 6M:   0.098
Avg. volume 6M:   0.000
Avg. price 1Y:   0.154
Avg. volume 1Y:   303.125
Volatility 1M:   1,586.36%
Volatility 6M:   729.93%
Volatility 1Y:   529.59%
Volatility 3Y:   -