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UniCredit Call 200 UNP 19.06.2024/  DE000HC40P46  /

Frankfurt Zert./HVB
2024-06-13  1:29:51 PM Chg.+0.010 Bid2024-06-13 Ask2024-06-13 Underlying Strike price Expiration date Option type
1.840EUR +0.55% 1.840
Bid Size: 8,000		 1.860
Ask Size: 8,000		 UNION PAC. DL... 200.00 - 2024-06-19 Call
 

Master data

WKN: HC40P4
Issuer: UniCredit
Currency: EUR
Underlying: UNION PAC. DL 2,50
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2024-06-19
Issue date: 2023-02-10
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 11.32
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.94
Implied volatility: 1.26
Historic volatility: 0.18
Parity: 0.94
Time value: 0.91
Break-even: 218.50
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 12.13
Spread abs.: 0.02
Spread %: 1.09%
Delta: 0.64
Theta: -1.06
Omega: 7.30
Rho: 0.02
 

Quote data

Open: 1.820
High: 1.840
Low: 1.820
Previous Close: 1.830
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.22%
1 Month     0.00%
3 Months  
+6.98%
YTD  
+17.20%
1 Year  
+109.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.840 1.800
1M High / 1M Low: 1.840 1.730
6M High / 6M Low: 1.840 1.470
High (YTD): 2024-06-11 1.840
Low (YTD): 2024-01-17 1.500
52W High: 2024-06-11 1.840
52W Low: 2023-06-13 0.880
Avg. price 1W:   1.830
Avg. volume 1W:   0.000
Avg. price 1M:   1.804
Avg. volume 1M:   0.000
Avg. price 6M:   1.690
Avg. volume 6M:   0.000
Avg. price 1Y:   1.405
Avg. volume 1Y:   0.000
Volatility 1M:   17.43%
Volatility 6M:   24.25%
Volatility 1Y:   49.25%
Volatility 3Y:   -