UniCredit Call 23 AZM 19.06.2024/  DE000HC84X68  /

Frankfurt Zert./HVB
2024-05-09  12:37:38 PM Chg.-0.090 Bid9:59:34 PM Ask- Underlying Strike price Expiration date Option type
2.620EUR -3.32% -
Bid Size: -
-
Ask Size: -
AZIMUT 23.00 - 2024-06-19 Call
 

Master data

WKN: HC84X6
Issuer: UniCredit
Currency: EUR
Underlying: AZIMUT
Type: Warrant
Option type: Call
Strike price: 23.00 -
Maturity: 2024-06-19
Issue date: 2023-07-20
Last trading day: 2024-05-09
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.45
Leverage: Yes

Calculated values

Fair value: 1.85
Intrinsic value: 1.76
Implied volatility: 0.62
Historic volatility: 0.19
Parity: 1.76
Time value: 0.86
Break-even: 25.62
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.65
Spread abs.: 0.13
Spread %: 5.22%
Delta: 0.71
Theta: -0.03
Omega: 6.70
Rho: 0.01
 

Quote data

Open: 2.770
High: 2.770
Low: 2.570
Previous Close: 2.710
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+36.46%
3 Months
  -30.69%
YTD  
+48.02%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.710 1.850
6M High / 6M Low: 4.570 0.870
High (YTD): 2024-03-06 4.570
Low (YTD): 2024-04-19 1.550
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   2.191
Avg. volume 1M:   0.000
Avg. price 6M:   2.388
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.75%
Volatility 6M:   141.78%
Volatility 1Y:   -
Volatility 3Y:   -