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UniCredit Call 170 DB1 19.06.2024/  DE000HC3YMR1  /

EUWAX
2024-06-17  8:14:30 PM Chg.- Bid9:59:50 AM Ask9:59:50 AM Underlying Strike price Expiration date Option type
16.49EUR - 18.07
Bid Size: 6,000		 -
Ask Size: -		 DEUTSCHE BOERSE NA O... 170.00 - 2024-06-19 Call
 

Master data

WKN: HC3YMR
Issuer: UniCredit
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2024-06-19
Issue date: 2023-02-09
Last trading day: 2024-06-18
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 11.27
Leverage: Yes

Calculated values

Fair value: 16.12
Intrinsic value: 16.10
Implied volatility: 1.22
Historic volatility: 0.15
Parity: 16.10
Time value: 0.41
Break-even: 186.51
Moneyness: 1.09
Premium: 0.00
Premium p.a.: 1.23
Spread abs.: 0.13
Spread %: 0.79%
Delta: 0.93
Theta: -0.83
Omega: 10.45
Rho: 0.00
 

Quote data

Open: 15.28
High: 16.54
Low: 15.28
Previous Close: 11.95
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.79%
1 Month  
+15.56%
3 Months  
+30.77%
YTD  
+28.13%
1 Year  
+71.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 16.49 11.95
1M High / 1M Low: 17.37 8.90
6M High / 6M Low: 17.37 8.90
High (YTD): 2024-06-05 17.37
Low (YTD): 2024-05-29 8.90
52W High: 2024-06-05 17.37
52W Low: 2023-10-31 3.84
Avg. price 1W:   15.05
Avg. volume 1W:   0.00
Avg. price 1M:   14.18
Avg. volume 1M:   0.00
Avg. price 6M:   13.48
Avg. volume 6M:   0.00
Avg. price 1Y:   10.27
Avg. volume 1Y:   0.00
Volatility 1M:   238.91%
Volatility 6M:   135.41%
Volatility 1Y:   122.54%
Volatility 3Y:   -