UniCredit Call 30 DHER 18.09.2024/  DE000HC9Z0Z4  /

Frankfurt Zert./HVB
2024-06-14  7:40:34 PM Chg.-0.040 Bid9:59:12 PM Ask9:59:12 PM Underlying Strike price Expiration date Option type
0.750EUR -5.06% 0.730
Bid Size: 6,000
0.810
Ask Size: 6,000
DELIVERY HERO SE NA ... 30.00 - 2024-09-18 Call
 

Master data

WKN: HC9Z0Z
Issuer: UniCredit
Currency: EUR
Underlying: DELIVERY HERO SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2024-09-18
Issue date: 2023-10-17
Last trading day: 2024-09-17
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 34.37
Leverage: Yes

Calculated values

Fair value: 3.13
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.69
Parity: -2.16
Time value: 0.81
Break-even: 30.81
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.48
Spread abs.: 0.08
Spread %: 10.96%
Delta: 0.34
Theta: -0.01
Omega: 11.75
Rho: 0.02
 

Quote data

Open: 0.800
High: 0.800
Low: 0.730
Previous Close: 0.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.06%
1 Month
  -27.88%
3 Months  
+11.94%
YTD  
+7.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.750
1M High / 1M Low: 1.090 0.750
6M High / 6M Low: 1.140 0.220
High (YTD): 2024-04-10 1.140
Low (YTD): 2024-02-06 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.784
Avg. volume 1W:   0.000
Avg. price 1M:   0.875
Avg. volume 1M:   0.000
Avg. price 6M:   0.690
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.44%
Volatility 6M:   215.26%
Volatility 1Y:   -
Volatility 3Y:   -