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UniCredit Call 220 AP2 15.01.2025/  DE000HC49AF2  /

Frankfurt Zert./HVB
14/06/2024  19:31:08 Chg.+0.170 Bid20:09:02 Ask20:09:02 Underlying Strike price Expiration date Option type
3.650EUR +4.89% 3.650
Bid Size: 15,000		 3.660
Ask Size: 15,000		 APPLIED MATERIALS IN... 220.00 - 15/01/2025 Call
 

Master data

WKN: HC49AF
Issuer: UniCredit
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 15/01/2025
Issue date: 20/02/2023
Last trading day: 14/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.13
Leverage: Yes

Calculated values

Fair value: 2.34
Intrinsic value: 0.12
Implied volatility: 0.50
Historic volatility: 0.30
Parity: 0.12
Time value: 3.49
Break-even: 256.10
Moneyness: 1.01
Premium: 0.16
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 0.28%
Delta: 0.60
Theta: -0.09
Omega: 3.70
Rho: 0.57
 

Quote data

Open: 3.570
High: 3.650
Low: 3.400
Previous Close: 3.480
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+36.19%
1 Month  
+65.16%
3 Months  
+65.91%
YTD  
+367.95%
1 Year  
+380.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.570 2.680
1M High / 1M Low: 3.570 2.010
6M High / 6M Low: 3.570 0.470
High (YTD): 12/06/2024 3.570
Low (YTD): 11/01/2024 0.470
52W High: 12/06/2024 3.570
52W Low: 25/10/2023 0.420
Avg. price 1W:   3.142
Avg. volume 1W:   0.000
Avg. price 1M:   2.617
Avg. volume 1M:   0.000
Avg. price 6M:   1.833
Avg. volume 6M:   0.000
Avg. price 1Y:   1.253
Avg. volume 1Y:   0.000
Volatility 1M:   173.77%
Volatility 6M:   182.08%
Volatility 1Y:   165.85%
Volatility 3Y:   -