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UniCredit Call 800 LAR 19.06.2024/  DE000HC724V1  /

Frankfurt Zert./HVB
2024-06-06  7:25:12 PM Chg.-0.070 Bid9:01:27 PM Ask- Underlying Strike price Expiration date Option type
1.460EUR -4.58% 1.500
Bid Size: 15,000		 -
Ask Size: -		 LAM RESEARCH CORP.DL... 800.00 - 2024-06-19 Call
 

Master data

WKN: HC724V
Issuer: UniCredit
Currency: EUR
Underlying: LAM RESEARCH CORP.DL-,001
Type: Warrant
Option type: Call
Strike price: 800.00 -
Maturity: 2024-06-19
Issue date: 2023-05-30
Last trading day: 2024-06-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.84
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.94
Implied volatility: 1.55
Historic volatility: 0.30
Parity: 0.94
Time value: 0.59
Break-even: 953.00
Moneyness: 1.12
Premium: 0.07
Premium p.a.: 5.09
Spread abs.: -0.03
Spread %: -1.92%
Delta: 0.70
Theta: -3.54
Omega: 4.10
Rho: 0.17
 

Quote data

Open: 1.550
High: 1.610
Low: 1.460
Previous Close: 1.530
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.68%
1 Month  
+17.74%
3 Months
  -24.35%
YTD  
+100.00%
1 Year  
+239.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.530 1.070
1M High / 1M Low: 1.620 1.050
6M High / 6M Low: 2.030 0.390
High (YTD): 2024-03-07 2.030
Low (YTD): 2024-01-05 0.490
52W High: 2024-03-07 2.030
52W Low: 2023-10-31 0.200
Avg. price 1W:   1.256
Avg. volume 1W:   0.000
Avg. price 1M:   1.320
Avg. volume 1M:   0.000
Avg. price 6M:   1.202
Avg. volume 6M:   0.000
Avg. price 1Y:   0.817
Avg. volume 1Y:   0.000
Volatility 1M:   248.66%
Volatility 6M:   190.84%
Volatility 1Y:   175.00%
Volatility 3Y:   -