OverviewChartNewsTraderScreen

UniCredit Call 15 ABR 19.06.2024/  DE000HC44LM6  /

Frankfurt Zert./HVB
2024-05-31  5:27:43 PM Chg.-0.040 Bid2024-05-31 Ask2024-05-31 Underlying Strike price Expiration date Option type
1.500EUR -2.60% 1.500
Bid Size: 45,000		 1.510
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: 10.46
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.80
Implied volatility: 0.75
Historic volatility: 0.27
Parity: 0.80
Time value: 0.71
Break-even: 16.51
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 1.34
Spread abs.: 0.01
Spread %: 0.67%
Delta: 0.66
Theta: -0.03
Omega: 6.86
Rho: 0.00
 

Quote data

Open: 1.500
High: 1.550
Low: 1.480
Previous Close: 1.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.74%
1 Month  
+20.97%
3 Months  
+154.24%
YTD  
+14.50%
1 Year  
+44.23%
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:   1.524
Avg. volume 1W:   0.000
Avg. price 1M:   1.437
Avg. volume 1M:   0.000
Avg. price 6M:   1.077
Avg. volume 6M:   0.000
Avg. price 1Y:   1.014
Avg. volume 1Y:   0.000
Volatility 1M:   94.29%
Volatility 6M:   131.60%
Volatility 1Y:   112.30%
Volatility 3Y:   -