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UniCredit Call 200 UNP 15.01.2025/  DE000HC3HQ22  /

Frankfurt Zert./HVB
2024-06-07  7:41:59 PM Chg.+0.130 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
3.530EUR +3.82% 3.400
Bid Size: 8,000		 3.410
Ask Size: 8,000		 UNION PAC. DL... 200.00 - 2025-01-15 Call
 

Master data

WKN: HC3HQ2
Issuer: UniCredit
Currency: EUR
Underlying: UNION PAC. DL 2,50
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2025-01-15
Issue date: 2023-01-26
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.19
Leverage: Yes

Calculated values

Fair value: 2.07
Intrinsic value: 1.11
Implied volatility: 0.41
Historic volatility: 0.18
Parity: 1.11
Time value: 2.30
Break-even: 234.10
Moneyness: 1.06
Premium: 0.11
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 0.29%
Delta: 0.65
Theta: -0.07
Omega: 4.05
Rho: 0.63
 

Quote data

Open: 3.390
High: 3.560
Low: 3.360
Previous Close: 3.400
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.15%
1 Month
  -27.37%
3 Months
  -34.99%
YTD
  -33.02%
1 Year  
+28.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.530 3.330
1M High / 1M Low: 5.000 3.280
6M High / 6M Low: 6.000 3.280
High (YTD): 2024-02-23 6.000
Low (YTD): 2024-05-29 3.280
52W High: 2024-02-23 6.000
52W Low: 2023-06-12 2.540
Avg. price 1W:   3.404
Avg. volume 1W:   0.000
Avg. price 1M:   4.046
Avg. volume 1M:   0.000
Avg. price 6M:   4.789
Avg. volume 6M:   0.000
Avg. price 1Y:   4.079
Avg. volume 1Y:   .781
Volatility 1M:   66.69%
Volatility 6M:   68.55%
Volatility 1Y:   81.20%
Volatility 3Y:   -