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UniCredit Call 3.5 IES 18.12.2024/  DE000HC30UY1  /

Frankfurt Zert./HVB
2024-06-05  7:36:58 PM Chg.-0.010 Bid8:27:20 PM Ask8:27:20 PM Underlying Strike price Expiration date Option type
0.270EUR -3.57% 0.280
Bid Size: 20,000		 0.300
Ask Size: 20,000		 INTESA SANPAOLO 3.50 - 2024-12-18 Call
 

Master data

WKN: HC30UY
Issuer: UniCredit
Currency: EUR
Underlying: INTESA SANPAOLO
Type: Warrant
Option type: Call
Strike price: 3.50 -
Maturity: 2024-12-18
Issue date: 2023-01-11
Last trading day: 2024-12-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 11.09
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.05
Implied volatility: 0.25
Historic volatility: 0.21
Parity: 0.05
Time value: 0.27
Break-even: 3.82
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.04
Spread %: 14.29%
Delta: 0.61
Theta: 0.00
Omega: 6.73
Rho: 0.01
 

Quote data

Open: 0.280
High: 0.300
Low: 0.270
Previous Close: 0.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+42.11%
3 Months  
+321.88%
YTD  
+864.29%
1 Year  
+1400.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.270
1M High / 1M Low: 0.330 0.230
6M High / 6M Low: 0.330 0.026
High (YTD): 2024-06-03 0.330
Low (YTD): 2024-02-13 0.029
52W High: 2024-06-03 0.330
52W Low: 2023-10-27 0.012
Avg. price 1W:   0.302
Avg. volume 1W:   0.000
Avg. price 1M:   0.284
Avg. volume 1M:   909.091
Avg. price 6M:   0.117
Avg. volume 6M:   320
Avg. price 1Y:   0.069
Avg. volume 1Y:   156.250
Volatility 1M:   138.61%
Volatility 6M:   168.53%
Volatility 1Y:   168.73%
Volatility 3Y:   -