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UniCredit Call 250 AP2 15.01.2025/  DE000HC751L5  /

EUWAX
2024-06-03  12:55:11 PM Chg.+0.16 Bid2024-06-03 Ask2024-06-03 Underlying Strike price Expiration date Option type
1.34EUR +13.56% 1.34
Bid Size: 15,000		 1.40
Ask Size: 15,000		 APPLIED MATERIALS IN... 250.00 - 2025-01-15 Call
 

Master data

WKN: HC751L
Issuer: UniCredit
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2025-01-15
Issue date: 2023-06-02
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.79
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.30
Parity: -5.18
Time value: 1.34
Break-even: 263.40
Moneyness: 0.79
Premium: 0.33
Premium p.a.: 0.58
Spread abs.: 0.02
Spread %: 1.52%
Delta: 0.34
Theta: -0.06
Omega: 5.05
Rho: 0.34
 

Quote data

Open: 1.30
High: 1.34
Low: 1.30
Previous Close: 1.18
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.55%
1 Month  
+5.51%
3 Months
  -17.79%
YTD  
+219.05%
1 Year  
+191.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.55 1.18
1M High / 1M Low: 1.61 1.18
6M High / 6M Low: 1.93 0.24
High (YTD): 2024-03-07 1.93
Low (YTD): 2024-01-10 0.24
52W High: 2024-03-07 1.93
52W Low: 2024-01-10 0.24
Avg. price 1W:   1.44
Avg. volume 1W:   0.00
Avg. price 1M:   1.40
Avg. volume 1M:   0.00
Avg. price 6M:   1.01
Avg. volume 6M:   0.00
Avg. price 1Y:   0.72
Avg. volume 1Y:   0.00
Volatility 1M:   163.69%
Volatility 6M:   211.23%
Volatility 1Y:   183.56%
Volatility 3Y:   -