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UniCredit Call 40 ML 18.09.2024/  DE000HC9XQ83  /

Frankfurt Zert./HVB
2024-05-30  7:33:56 PM Chg.+0.090 Bid9:59:09 PM Ask9:59:09 PM Underlying Strike price Expiration date Option type
0.670EUR +15.52% 0.470
Bid Size: 8,000		 0.920
Ask Size: 8,000		 Cie Generale des Eta... 40.00 - 2024-09-18 Call
 

Master data

WKN: HC9XQ8
Issuer: UniCredit
Currency: EUR
Underlying: Cie Generale des Etablissements Michelin SA
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-09-18
Issue date: 2023-10-17
Last trading day: 2024-09-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 57.56
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -3.16
Time value: 0.64
Break-even: 40.64
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.38
Spread abs.: 0.11
Spread %: 20.75%
Delta: 0.27
Theta: -0.01
Omega: 15.81
Rho: 0.03
 

Quote data

Open: 0.590
High: 0.670
Low: 0.580
Previous Close: 0.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+26.42%
1 Month  
+67.50%
3 Months  
+55.81%
YTD  
+45.65%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.500
1M High / 1M Low: 0.590 0.390
6M High / 6M Low: 0.700 0.170
High (YTD): 2024-03-20 0.700
Low (YTD): 2024-02-02 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.540
Avg. volume 1W:   0.000
Avg. price 1M:   0.512
Avg. volume 1M:   0.000
Avg. price 6M:   0.398
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.74%
Volatility 6M:   208.90%
Volatility 1Y:   -
Volatility 3Y:   -