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UniCredit Call 48 PAH3 19.06.2024/  DE000HC3DN03  /

Frankfurt Zert./HVB
2024-05-29  9:58:43 AM Chg.-0.050 Bid10:38:52 AM Ask10:38:52 AM Underlying Strike price Expiration date Option type
0.220EUR -18.52% 0.220
Bid Size: 300,000		 0.230
Ask Size: 300,000		 PORSCHE AUTOM.HLDG V... 48.00 - 2024-06-19 Call
 

Master data

WKN: HC3DN0
Issuer: UniCredit
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 48.00 -
Maturity: 2024-06-19
Issue date: 2023-01-24
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.64
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.23
Implied volatility: 0.22
Historic volatility: 0.21
Parity: 0.23
Time value: 0.04
Break-even: 50.70
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 8.00%
Delta: 0.83
Theta: -0.02
Omega: 15.45
Rho: 0.02
 

Quote data

Open: 0.240
High: 0.240
Low: 0.220
Previous Close: 0.270
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+57.14%
1 Month
  -21.43%
3 Months
  -43.59%
YTD
  -24.14%
1 Year
  -77.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.110
1M High / 1M Low: 0.320 0.110
6M High / 6M Low: 0.490 0.110
High (YTD): 2024-04-10 0.490
Low (YTD): 2024-05-23 0.110
52W High: 2023-06-14 1.210
52W Low: 2024-05-23 0.110
Avg. price 1W:   0.176
Avg. volume 1W:   0.000
Avg. price 1M:   0.226
Avg. volume 1M:   0.000
Avg. price 6M:   0.282
Avg. volume 6M:   0.000
Avg. price 1Y:   0.480
Avg. volume 1Y:   0.000
Volatility 1M:   364.26%
Volatility 6M:   235.93%
Volatility 1Y:   184.16%
Volatility 3Y:   -