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UniCredit Call 270.551 VOLV/B 19..../  DE000HC78U51  /

Frankfurt Zert./HVB
2024-05-23  11:16:47 AM Chg.+0.130 Bid11:41:15 AM Ask11:41:15 AM Underlying Strike price Expiration date Option type
1.720EUR +8.18% 1.770
Bid Size: 2,000		 1.820
Ask Size: 2,000		 Volvo, AB ser. B 270.5511 SEK 2024-06-19 Call
 

Master data

WKN: HC78U5
Issuer: UniCredit
Currency: EUR
Underlying: Volvo, AB ser. B
Type: Warrant
Option type: Call
Strike price: 270.55 SEK
Maturity: 2024-06-19
Issue date: 2023-06-08
Last trading day: 2024-06-18
Ratio: 1:1.03
Exercise type: American
Quanto: No
Gearing: 14.46
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 1.21
Implied volatility: 0.37
Historic volatility: 0.23
Parity: 1.21
Time value: 0.54
Break-even: 24.97
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.33
Spread abs.: 0.23
Spread %: 15.13%
Delta: 0.72
Theta: -0.02
Omega: 10.35
Rho: 0.01
 

Quote data

Open: 1.770
High: 1.820
Low: 1.710
Previous Close: 1.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.42%
1 Month
  -4.44%
3 Months  
+44.54%
YTD  
+93.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.710 1.530
1M High / 1M Low: 1.800 1.020
6M High / 6M Low: 3.340 0.300
High (YTD): 2024-03-27 3.340
Low (YTD): 2024-01-30 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   1.594
Avg. volume 1W:   0.000
Avg. price 1M:   1.501
Avg. volume 1M:   0.000
Avg. price 6M:   1.234
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.23%
Volatility 6M:   177.30%
Volatility 1Y:   -
Volatility 3Y:   -