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UniCredit Call 35 FPE3 18.12.2024/  DE000HC7L1G0  /

Frankfurt Zert./HVB
2024-09-24  7:36:50 PM Chg.+0.150 Bid9:59:13 PM Ask11:35:22 AM Underlying Strike price Expiration date Option type
5.420EUR +2.85% 6.700
Bid Size: 500		 -
Ask Size: -		 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: 2024-09-25
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.13
Leverage: Yes

Calculated values

Fair value: 5.33
Intrinsic value: 4.90
Implied volatility: 0.29
Historic volatility: 0.22
Parity: 4.90
Time value: 0.70
Break-even: 40.60
Moneyness: 1.14
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.32
Spread %: 6.06%
Delta: 0.86
Theta: -0.01
Omega: 6.11
Rho: 0.07
 

Quote data

Open: 5.590
High: 5.590
Low: 5.330
Previous Close: 5.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.18%
1 Month  
+21.25%
3 Months
  -37.70%
YTD
  -26.06%
1 Year  
+39.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.560 4.890
1M High / 1M Low: 5.560 3.730
6M High / 6M Low: 12.020 3.730
High (YTD): 2024-04-05 12.020
Low (YTD): 2024-08-28 3.730
52W High: 2024-04-05 12.020
52W Low: 2024-08-28 3.730
Avg. price 1W:   5.230
Avg. volume 1W:   0.000
Avg. price 1M:   4.568
Avg. volume 1M:   0.000
Avg. price 6M:   7.980
Avg. volume 6M:   0.000
Avg. price 1Y:   7.332
Avg. volume 1Y:   0.000
Volatility 1M:   100.44%
Volatility 6M:   112.44%
Volatility 1Y:   105.25%
Volatility 3Y:   -