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UniCredit Call 2.5 IES 19.06.2024/  DE000HC2P3A0  /

Frankfurt Zert./HVB
2024-06-06  3:13:20 PM Chg.+0.030 Bid3:17:37 PM Ask- Underlying Strike price Expiration date Option type
1.070EUR +2.88% 1.070
Bid Size: 90,000		 -
Ask Size: -		 INTESA SANPAOLO 2.50 - 2024-06-19 Call
 

Master data

WKN: HC2P3A
Issuer: UniCredit
Currency: EUR
Underlying: INTESA SANPAOLO
Type: Warrant
Option type: Call
Strike price: 2.50 -
Maturity: 2024-06-19
Issue date: 2022-12-19
Last trading day: 2024-06-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.37
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 1.04
Implied volatility: 0.90
Historic volatility: 0.21
Parity: 1.04
Time value: 0.01
Break-even: 3.55
Moneyness: 1.42
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.13
Spread %: 14.13%
Delta: 0.98
Theta: 0.00
Omega: 3.32
Rho: 0.00
 

Quote data

Open: 1.020
High: 1.070
Low: 1.020
Previous Close: 1.040
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.83%
1 Month     0.00%
3 Months  
+72.58%
YTD  
+311.54%
1 Year  
+723.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.130 1.040
1M High / 1M Low: 1.240 1.030
6M High / 6M Low: 1.240 0.260
High (YTD): 2024-05-17 1.240
Low (YTD): 2024-01-03 0.300
52W High: 2024-05-17 1.240
52W Low: 2023-10-27 0.100
Avg. price 1W:   1.084
Avg. volume 1W:   0.000
Avg. price 1M:   1.101
Avg. volume 1M:   0.000
Avg. price 6M:   0.653
Avg. volume 6M:   0.000
Avg. price 1Y:   0.403
Avg. volume 1Y:   23.047
Volatility 1M:   74.81%
Volatility 6M:   96.40%
Volatility 1Y:   118.85%
Volatility 3Y:   -