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UniCredit Call 170 DB1 19.06.2024/  DE000HC3YMR1  /

EUWAX
6/14/2024  8:11:50 PM Chg.-2.92 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
11.95EUR -19.64% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BOERSE NA O... 170.00 - 6/19/2024 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: 6/19/2024
Issue date: 2/9/2023
Last trading day: 6/18/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 13.97
Leverage: Yes

Calculated values

Fair value: 12.32
Intrinsic value: 12.25
Implied volatility: 0.60
Historic volatility: 0.16
Parity: 12.25
Time value: 0.80
Break-even: 183.05
Moneyness: 1.07
Premium: 0.00
Premium p.a.: 0.49
Spread abs.: 1.18
Spread %: 9.94%
Delta: 0.87
Theta: -0.31
Omega: 12.21
Rho: 0.02
 

Quote data

Open: 11.74
High: 12.03
Low: 11.59
Previous Close: 14.87
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.12%
1 Month  
+6.98%
3 Months
  -7.58%
YTD
  -7.15%
1 Year  
+35.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 16.20 11.95
1M High / 1M Low: 17.37 8.90
6M High / 6M Low: 17.37 8.90
High (YTD): 6/5/2024 17.37
Low (YTD): 5/29/2024 8.90
52W High: 6/5/2024 17.37
52W Low: 10/31/2023 3.84
Avg. price 1W:   14.93
Avg. volume 1W:   0.00
Avg. price 1M:   13.86
Avg. volume 1M:   0.00
Avg. price 6M:   13.42
Avg. volume 6M:   0.00
Avg. price 1Y:   10.24
Avg. volume 1Y:   0.00
Volatility 1M:   199.97%
Volatility 6M:   125.80%
Volatility 1Y:   117.38%
Volatility 3Y:   -