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UniCredit Call 20 VAR1 18.12.2024/  DE000HC30JY4  /

Frankfurt Zert./HVB
17/05/2024  19:38:10 Chg.+0.010 Bid20:00:37 Ask20:00:37 Underlying Strike price Expiration date Option type
0.170EUR +6.25% 0.170
Bid Size: 40,000		 0.180
Ask Size: 40,000		 VARTA AG O.N. 20.00 - 18/12/2024 Call
 

Master data

WKN: HC30JY
Issuer: UniCredit
Currency: EUR
Underlying: VARTA AG O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 18/12/2024
Issue date: 11/01/2023
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.66
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 1.00
Historic volatility: 0.59
Parity: -0.80
Time value: 0.18
Break-even: 21.80
Moneyness: 0.60
Premium: 0.82
Premium p.a.: 1.77
Spread abs.: 0.02
Spread %: 12.50%
Delta: 0.40
Theta: -0.01
Omega: 2.67
Rho: 0.02
 

Quote data

Open: 0.180
High: 0.190
Low: 0.170
Previous Close: 0.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+21.43%
1 Month  
+277.78%
3 Months
  -22.73%
YTD
  -62.22%
1 Year
  -56.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.130
1M High / 1M Low: 0.190 0.045
6M High / 6M Low: 0.560 0.045
High (YTD): 02/01/2024 0.400
Low (YTD): 19/04/2024 0.045
52W High: 15/11/2023 0.630
52W Low: 19/04/2024 0.045
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.111
Avg. volume 1M:   0.000
Avg. price 6M:   0.245
Avg. volume 6M:   170.968
Avg. price 1Y:   0.317
Avg. volume 1Y:   82.813
Volatility 1M:   263.72%
Volatility 6M:   166.34%
Volatility 1Y:   146.10%
Volatility 3Y:   -