UniCredit Call 10 VAR 18.12.2024/  DE000HC4MZX4  /

Frankfurt Zert./HVB
07/06/2024  17:25:02 Chg.-0.020 Bid17:36:26 Ask17:36:26 Underlying Strike price Expiration date Option type
0.260EUR -7.14% 0.260
Bid Size: 70,000
0.270
Ask Size: 70,000
VARTA AG O.N. 10.00 - 18/12/2024 Call
 

Master data

WKN: HC4MZX
Issuer: UniCredit
Currency: EUR
Underlying: VARTA AG O.N.
Type: Warrant
Option type: Call
Strike price: 10.00 -
Maturity: 18/12/2024
Issue date: 01/03/2023
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.47
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.01
Implied volatility: 0.98
Historic volatility: 0.59
Parity: 0.01
Time value: 0.29
Break-even: 12.90
Moneyness: 1.01
Premium: 0.28
Premium p.a.: 0.60
Spread abs.: 0.02
Spread %: 7.41%
Delta: 0.65
Theta: -0.01
Omega: 2.26
Rho: 0.02
 

Quote data

Open: 0.290
High: 0.290
Low: 0.260
Previous Close: 0.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.13%
1 Month
  -36.59%
3 Months
  -58.06%
YTD
  -75.47%
1 Year
  -55.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.260
1M High / 1M Low: 0.410 0.260
6M High / 6M Low: 1.170 0.160
High (YTD): 02/01/2024 1.000
Low (YTD): 19/04/2024 0.160
52W High: 15/11/2023 1.340
52W Low: 19/04/2024 0.160
Avg. price 1W:   0.284
Avg. volume 1W:   0.000
Avg. price 1M:   0.336
Avg. volume 1M:   0.000
Avg. price 6M:   0.594
Avg. volume 6M:   612.800
Avg. price 1Y:   0.784
Avg. volume 1Y:   698.945
Volatility 1M:   107.29%
Volatility 6M:   122.46%
Volatility 1Y:   108.07%
Volatility 3Y:   -