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UniCredit Call 15 ABR 19.06.2024/  DE000HC44LM6  /

Frankfurt Zert./HVB
2024-05-28  7:40:53 PM Chg.+0.020 Bid9:58:38 PM Ask9:58:38 PM Underlying Strike price Expiration date Option type
1.590EUR +1.27% 1.600
Bid Size: 45,000		 1.610
Ask Size: 45,000		 BARRICK GOLD CORP. 15.00 - 2024-06-19 Call
 

Master data

WKN: HC44LM
Issuer: UniCredit
Currency: EUR
Underlying: BARRICK GOLD CORP.
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-06-19
Issue date: 2023-02-14
Last trading day: 2024-06-18
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 9.79
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.67
Implied volatility: 0.81
Historic volatility: 0.27
Parity: 0.67
Time value: 0.93
Break-even: 16.60
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 1.60
Spread abs.: 0.01
Spread %: 0.63%
Delta: 0.63
Theta: -0.03
Omega: 6.17
Rho: 0.00
 

Quote data

Open: 1.570
High: 1.590
Low: 1.500
Previous Close: 1.570
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+13.57%
3 Months  
+169.49%
YTD  
+21.37%
1 Year  
+54.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.590 1.460
1M High / 1M Low: 1.720 1.090
6M High / 6M Low: 1.720 0.430
High (YTD): 2024-05-20 1.720
Low (YTD): 2024-02-14 0.430
52W High: 2024-05-20 1.720
52W Low: 2024-02-14 0.430
Avg. price 1W:   1.540
Avg. volume 1W:   0.000
Avg. price 1M:   1.430
Avg. volume 1M:   0.000
Avg. price 6M:   1.071
Avg. volume 6M:   0.000
Avg. price 1Y:   1.010
Avg. volume 1Y:   0.000
Volatility 1M:   99.86%
Volatility 6M:   131.38%
Volatility 1Y:   111.98%
Volatility 3Y:   -