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UniCredit Call 35 ML 18.09.2024/  DE000HC9XQ75  /

Frankfurt Zert./HVB
2024-05-30  7:41:35 PM Chg.+0.250 Bid8:21:56 PM Ask8:21:56 PM Underlying Strike price Expiration date Option type
3.280EUR +8.25% 3.250
Bid Size: 1,000		 3.320
Ask Size: 1,000		 Cie Generale des Eta... 35.00 - 2024-09-18 Call
 

Master data

WKN: HC9XQ7
Issuer: UniCredit
Currency: EUR
Underlying: Cie Generale des Etablissements Michelin SA
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2024-09-18
Issue date: 2023-10-17
Last trading day: 2024-09-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 12.12
Leverage: Yes

Calculated values

Fair value: 2.74
Intrinsic value: 1.84
Implied volatility: 0.22
Historic volatility: 0.17
Parity: 1.84
Time value: 1.20
Break-even: 38.04
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.11
Spread %: 3.75%
Delta: 0.72
Theta: -0.01
Omega: 8.74
Rho: 0.07
 

Quote data

Open: 3.020
High: 3.290
Low: 3.000
Previous Close: 3.030
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+21.03%
1 Month  
+56.94%
3 Months  
+91.81%
YTD  
+129.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.030 2.680
1M High / 1M Low: 3.030 2.090
6M High / 6M Low: 3.030 0.670
High (YTD): 2024-05-29 3.030
Low (YTD): 2024-02-05 0.670
52W High: - -
52W Low: - -
Avg. price 1W:   2.786
Avg. volume 1W:   0.000
Avg. price 1M:   2.625
Avg. volume 1M:   0.000
Avg. price 6M:   1.627
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.90%
Volatility 6M:   146.68%
Volatility 1Y:   -
Volatility 3Y:   -