OverviewChartNewsTraderScreen

UniCredit Call 100 HEI 18.12.2024/  DE000HC30U25  /

Frankfurt Zert./HVB
2024-05-15  5:37:41 PM Chg.+0.040 Bid2024-05-15 Ask2024-05-15 Underlying Strike price Expiration date Option type
1.050EUR +3.96% 1.050
Bid Size: 20,000		 1.070
Ask Size: 20,000		 HEIDELBERG MATERIALS... 100.00 EUR 2024-12-18 Call
 

Master data

WKN: HC30U2
Issuer: UniCredit
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 2024-12-18
Issue date: 2023-01-11
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.56
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.21
Implied volatility: 0.37
Historic volatility: 0.22
Parity: 0.21
Time value: 1.15
Break-even: 113.50
Moneyness: 1.02
Premium: 0.11
Premium p.a.: 0.20
Spread abs.: 0.33
Spread %: 32.35%
Delta: 0.62
Theta: -0.03
Omega: 4.65
Rho: 0.29
 

Quote data

Open: 1.010
High: 1.070
Low: 0.990
Previous Close: 1.010
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+47.89%
1 Month  
+34.62%
3 Months  
+337.50%
YTD  
+303.85%
1 Year  
+356.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.070 0.710
1M High / 1M Low: 1.070 0.540
6M High / 6M Low: 1.070 0.130
High (YTD): 2024-05-10 1.070
Low (YTD): 2024-01-03 0.210
52W High: 2024-05-10 1.070
52W Low: 2023-11-07 0.100
Avg. price 1W:   0.922
Avg. volume 1W:   0.000
Avg. price 1M:   0.703
Avg. volume 1M:   0.000
Avg. price 6M:   0.437
Avg. volume 6M:   0.000
Avg. price 1Y:   0.327
Avg. volume 1Y:   0.000
Volatility 1M:   168.09%
Volatility 6M:   156.62%
Volatility 1Y:   152.96%
Volatility 3Y:   -