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UniCredit Call 90 WDP 19.06.2024/  DE000HC3BYD4  /

Frankfurt Zert./HVB
2024-06-04  7:33:15 PM Chg.+0.010 Bid9:00:55 PM Ask9:00:55 PM Underlying Strike price Expiration date Option type
0.880EUR +1.15% 0.880
Bid Size: 70,000		 0.890
Ask Size: 70,000		 DISNEY (WALT) CO. 90.00 - 2024-06-19 Call
 

Master data

WKN: HC3BYD
Issuer: UniCredit
Currency: EUR
Underlying: DISNEY (WALT) CO.
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-06-19
Issue date: 2023-01-23
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 10.71
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.42
Implied volatility: 0.86
Historic volatility: 0.24
Parity: 0.42
Time value: 0.46
Break-even: 98.80
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 2.17
Spread abs.: 0.01
Spread %: 1.15%
Delta: 0.64
Theta: -0.21
Omega: 6.85
Rho: 0.02
 

Quote data

Open: 0.870
High: 0.880
Low: 0.870
Previous Close: 0.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.53%
1 Month  
+1.15%
3 Months  
+6.02%
YTD  
+120.00%
1 Year  
+83.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.830
1M High / 1M Low: 0.900 0.810
6M High / 6M Low: 0.900 0.370
High (YTD): 2024-05-06 0.900
Low (YTD): 2024-01-11 0.370
52W High: 2024-05-06 0.900
52W Low: 2023-10-26 0.250
Avg. price 1W:   0.856
Avg. volume 1W:   0.000
Avg. price 1M:   0.858
Avg. volume 1M:   0.000
Avg. price 6M:   0.705
Avg. volume 6M:   0.000
Avg. price 1Y:   0.537
Avg. volume 1Y:   0.000
Volatility 1M:   46.82%
Volatility 6M:   72.73%
Volatility 1Y:   91.24%
Volatility 3Y:   -