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UniCredit Call 3.5 IES 18.12.2024/  DE000HC30UY1  /

Frankfurt Zert./HVB
2024-05-27  7:28:37 PM Chg.+0.020 Bid9:59:19 PM Ask9:59:19 PM Underlying Strike price Expiration date Option type
0.290EUR +7.41% -
Bid Size: -		 -
Ask Size: -		 INTESA SANPAOLO 3.50 - 2024-12-18 Call
 

Master data

WKN: HC30UY
Issuer: UniCredit
Currency: EUR
Underlying: INTESA SANPAOLO
Type: Warrant
Option type: Call
Strike price: 3.50 -
Maturity: 2024-12-18
Issue date: 2023-01-11
Last trading day: 2024-12-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 11.84
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.05
Implied volatility: 0.22
Historic volatility: 0.21
Parity: 0.05
Time value: 0.25
Break-even: 3.80
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 15.38%
Delta: 0.62
Theta: 0.00
Omega: 7.31
Rho: 0.01
 

Quote data

Open: 0.270
High: 0.290
Low: 0.270
Previous Close: 0.270
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+20.83%
3 Months  
+504.17%
YTD  
+935.71%
1 Year  
+1280.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.260
1M High / 1M Low: 0.330 0.190
6M High / 6M Low: 0.330 0.026
High (YTD): 2024-05-17 0.330
Low (YTD): 2024-02-13 0.029
52W High: 2024-05-17 0.330
52W Low: 2023-10-27 0.012
Avg. price 1W:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.267
Avg. volume 1M:   1,000
Avg. price 6M:   0.105
Avg. volume 6M:   322.581
Avg. price 1Y:   0.062
Avg. volume 1Y:   156.863
Volatility 1M:   169.00%
Volatility 6M:   166.08%
Volatility 1Y:   170.24%
Volatility 3Y:   -