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UniCredit Call 1991.07 HMI 19.06..../  DE000HC720D7  /

Frankfurt Zert./HVB
2024-05-09  1:26:01 PM Chg.-0.220 Bid9:59:29 PM Ask2024-05-09 Underlying Strike price Expiration date Option type
3.060EUR -6.71% -
Bid Size: -		 -
Ask Size: -		 HERMES INTERNATIONAL... 1,991.0694 - 2024-06-19 Call
 

Master data

WKN: HC720D
Issuer: UniCredit
Currency: EUR
Underlying: HERMES INTERNATIONAL O.N.
Type: Warrant
Option type: Call
Strike price: 1,991.07 -
Maturity: 2024-06-19
Issue date: 2023-05-30
Last trading day: 2024-05-09
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 7.26
Leverage: Yes

Calculated values

Fair value: 2.12
Intrinsic value: 2.10
Implied volatility: 1.22
Historic volatility: 0.23
Parity: 2.10
Time value: 0.93
Break-even: 2,294.07
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 2.95
Spread abs.: -0.18
Spread %: -5.61%
Delta: 0.72
Theta: -7.28
Omega: 5.23
Rho: 0.39
 

Quote data

Open: 3.130
High: 3.130
Low: 3.000
Previous Close: 3.280
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -6.71%
3 Months
  -10.26%
YTD  
+159.32%
1 Year  
+56.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 3.280 3.060
6M High / 6M Low: 4.450 0.560
High (YTD): 2024-03-20 4.450
Low (YTD): 2024-01-23 0.560
52W High: 2024-03-20 4.450
52W Low: 2024-01-23 0.560
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   3.170
Avg. volume 1M:   0.000
Avg. price 6M:   2.483
Avg. volume 6M:   0.000
Avg. price 1Y:   1.955
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   171.86%
Volatility 1Y:   155.57%
Volatility 3Y:   -