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UniCredit Call 35 FPE3 18.12.2024/  DE000HC7L1G0  /

Frankfurt Zert./HVB
2024-06-21  7:30:57 PM Chg.-0.770 Bid9:59:14 PM Ask9:59:14 PM Underlying Strike price Expiration date Option type
9.060EUR -7.83% 9.000
Bid Size: 500		 9.340
Ask Size: 500		 FUCHS SE VZO NA O.N... 35.00 - 2024-12-18 Call
 

Master data

WKN: HC7L1G
Issuer: UniCredit
Currency: EUR
Underlying: FUCHS SE VZO NA O.N.
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2024-12-18
Issue date: 2023-06-22
Last trading day: 2024-12-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.59
Leverage: Yes

Calculated values

Fair value: 8.67
Intrinsic value: 7.90
Implied volatility: 0.34
Historic volatility: 0.21
Parity: 7.90
Time value: 1.45
Break-even: 44.35
Moneyness: 1.23
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.34
Spread %: 3.77%
Delta: 0.86
Theta: -0.01
Omega: 3.92
Rho: 0.13
 

Quote data

Open: 9.730
High: 9.790
Low: 8.820
Previous Close: 9.830
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.95%
1 Month
  -20.53%
3 Months
  -19.03%
YTD  
+23.60%
1 Year  
+111.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.000 9.060
1M High / 1M Low: 11.490 9.060
6M High / 6M Low: 12.020 5.870
High (YTD): 2024-04-05 12.020
Low (YTD): 2024-01-05 5.870
52W High: 2024-04-05 12.020
52W Low: 2023-09-25 3.890
Avg. price 1W:   9.624
Avg. volume 1W:   0.000
Avg. price 1M:   10.498
Avg. volume 1M:   0.000
Avg. price 6M:   8.836
Avg. volume 6M:   0.000
Avg. price 1Y:   7.282
Avg. volume 1Y:   0.000
Volatility 1M:   68.63%
Volatility 6M:   75.49%
Volatility 1Y:   90.84%
Volatility 3Y:   -