OverviewChartNewsTraderScreen

UniCredit Call 210 UNP 15.01.2025/  DE000HC4AS00  /

Frankfurt Zert./HVB
2024-06-07  7:40:14 PM Chg.+0.120 Bid9:59:17 PM Ask9:59:17 PM Underlying Strike price Expiration date Option type
2.820EUR +4.44% 2.710
Bid Size: 8,000		 2.720
Ask Size: 8,000		 UNION PAC. DL... 210.00 - 2025-01-15 Call
 

Master data

WKN: HC4AS0
Issuer: UniCredit
Currency: EUR
Underlying: UNION PAC. DL 2,50
Type: Warrant
Option type: Call
Strike price: 210.00 -
Maturity: 2025-01-15
Issue date: 2023-02-21
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.79
Leverage: Yes

Calculated values

Fair value: 1.46
Intrinsic value: 0.11
Implied volatility: 0.37
Historic volatility: 0.18
Parity: 0.11
Time value: 2.60
Break-even: 237.10
Moneyness: 1.01
Premium: 0.12
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 0.37%
Delta: 0.59
Theta: -0.06
Omega: 4.63
Rho: 0.60
 

Quote data

Open: 2.690
High: 2.870
Low: 2.650
Previous Close: 2.700
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.08%
1 Month
  -31.05%
3 Months
  -39.87%
YTD
  -38.70%
1 Year  
+23.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.820 2.650
1M High / 1M Low: 4.210 2.610
6M High / 6M Low: 5.220 2.610
High (YTD): 2024-02-23 5.220
Low (YTD): 2024-05-29 2.610
52W High: 2024-02-23 5.220
52W Low: 2023-06-12 2.100
Avg. price 1W:   2.718
Avg. volume 1W:   0.000
Avg. price 1M:   3.321
Avg. volume 1M:   0.000
Avg. price 6M:   4.074
Avg. volume 6M:   0.000
Avg. price 1Y:   3.458
Avg. volume 1Y:   0.000
Volatility 1M:   76.70%
Volatility 6M:   76.04%
Volatility 1Y:   89.80%
Volatility 3Y:   -