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UniCredit Call 80 NDA 18.12.2024/  DE000HC7L3K8  /

Frankfurt Zert./HVB
2024-09-23  3:11:14 PM Chg.+0.020 Bid8:48:27 PM Ask8:48:27 PM Underlying Strike price Expiration date Option type
0.160EUR +14.29% 0.010
Bid Size: 15,000		 0.190
Ask Size: 15,000		 AURUBIS AG 80.00 - 2024-12-18 Call
 

Master data

WKN: HC7L3K
Issuer: UniCredit
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-12-18
Issue date: 2023-06-22
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 41.24
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.32
Parity: -0.99
Time value: 0.17
Break-even: 81.70
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.92
Spread abs.: 0.04
Spread %: 30.77%
Delta: 0.26
Theta: -0.02
Omega: 10.65
Rho: 0.04
 

Quote data

Open: 0.140
High: 0.160
Low: 0.140
Previous Close: 0.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+60.00%
1 Month  
+6.67%
3 Months
  -71.93%
YTD
  -79.22%
1 Year
  -78.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.100
1M High / 1M Low: 0.190 0.069
6M High / 6M Low: 0.890 0.069
High (YTD): 2024-05-20 0.890
Low (YTD): 2024-09-11 0.069
52W High: 2023-11-15 1.320
52W Low: 2024-09-11 0.069
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.120
Avg. volume 1M:   0.000
Avg. price 6M:   0.407
Avg. volume 6M:   162.492
Avg. price 1Y:   0.531
Avg. volume 1Y:   195.549
Volatility 1M:   293.36%
Volatility 6M:   240.36%
Volatility 1Y:   196.43%
Volatility 3Y:   -