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UniCredit Call 160 IBM 19.06.2024/  DE000HC44QL7  /

Frankfurt Zert./HVB
2024-05-03  7:35:47 PM Chg.+0.100 Bid9:57:00 PM Ask9:57:00 PM Underlying Strike price Expiration date Option type
0.730EUR +15.87% 0.710
Bid Size: 15,000		 0.720
Ask Size: 15,000		 International Busine... 160.00 USD 2024-06-19 Call
 

Master data

WKN: HC44QL
Issuer: UniCredit
Currency: EUR
Underlying: International Business Machines Corp
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2024-06-19
Issue date: 2023-02-14
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.39
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.53
Implied volatility: 0.16
Historic volatility: 0.19
Parity: 0.53
Time value: 0.19
Break-even: 155.88
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.41%
Delta: 0.77
Theta: -0.04
Omega: 16.50
Rho: 0.14
 

Quote data

Open: 0.630
High: 0.760
Low: 0.630
Previous Close: 0.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -19.78%
1 Month
  -73.74%
3 Months
  -72.45%
YTD
  -29.81%
1 Year  
+421.43%
3 Years     -
5 Years     -
1W High / 1W Low: 0.840 0.630
1M High / 1M Low: 2.890 0.630
6M High / 6M Low: 3.670 0.410
High (YTD): 2024-03-06 3.670
Low (YTD): 2024-05-02 0.630
52W High: 2024-03-06 3.670
52W Low: 2023-05-11 0.120
Avg. price 1W:   0.743
Avg. volume 1W:   0.000
Avg. price 1M:   1.984
Avg. volume 1M:   0.000
Avg. price 6M:   1.841
Avg. volume 6M:   0.000
Avg. price 1Y:   1.078
Avg. volume 1Y:   0.000
Volatility 1M:   213.42%
Volatility 6M:   189.59%
Volatility 1Y:   166.16%
Volatility 3Y:   -