OverviewChartNewsTraderScreen

UniCredit Call 200 ESL 18.09.2024/  DE000HC9XPH4  /

Frankfurt Zert./HVB
2024-06-07  12:33:53 PM Chg.+0.040 Bid12:40:25 PM Ask12:40:25 PM Underlying Strike price Expiration date Option type
1.550EUR +2.65% 1.550
Bid Size: 35,000		 1.560
Ask Size: 35,000		 ESSILORLUXO. INH. EO... 200.00 - 2024-09-18 Call
 

Master data

WKN: HC9XPH
Issuer: UniCredit
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2024-09-18
Issue date: 2023-10-17
Last trading day: 2024-09-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.32
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 0.78
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 0.78
Time value: 0.78
Break-even: 215.60
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.14
Spread abs.: 0.07
Spread %: 4.70%
Delta: 0.68
Theta: -0.06
Omega: 9.01
Rho: 0.35
 

Quote data

Open: 1.540
High: 1.550
Low: 1.500
Previous Close: 1.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.32%
1 Month  
+3.33%
3 Months  
+8.39%
YTD  
+127.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.610 1.340
1M High / 1M Low: 1.740 1.260
6M High / 6M Low: 1.870 0.420
High (YTD): 2024-03-21 1.870
Low (YTD): 2024-01-17 0.420
52W High: - -
52W Low: - -
Avg. price 1W:   1.444
Avg. volume 1W:   0.000
Avg. price 1M:   1.545
Avg. volume 1M:   0.000
Avg. price 6M:   1.106
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.36%
Volatility 6M:   140.10%
Volatility 1Y:   -
Volatility 3Y:   -