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UniCredit Call 90 BMW 19.06.2024/  DE000HC3RLD7  /

Frankfurt Zert./HVB
13/06/2024  11:47:35 Chg.-0.610 Bid13:37:56 Ask13:37:56 Underlying Strike price Expiration date Option type
0.800EUR -43.26% 0.670
Bid Size: 45,000		 0.680
Ask Size: 45,000		 BAY.MOTOREN WERKE AG... 90.00 - 19/06/2024 Call
 

Master data

WKN: HC3RLD
Issuer: UniCredit
Currency: EUR
Underlying: BAY.MOTOREN WERKE AG ST
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 19/06/2024
Issue date: 02/02/2023
Last trading day: 18/06/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 67.36
Leverage: Yes

Calculated values

Fair value: 1.17
Intrinsic value: 0.26
Implied volatility: 0.26
Historic volatility: 0.22
Parity: 0.26
Time value: 1.08
Break-even: 91.34
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 1.06
Spread abs.: 0.02
Spread %: 1.52%
Delta: 0.55
Theta: -0.10
Omega: 36.97
Rho: 0.01
 

Quote data

Open: 0.800
High: 0.800
Low: 0.640
Previous Close: 1.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -68.63%
1 Month
  -88.94%
3 Months
  -89.73%
YTD
  -86.78%
1 Year
  -89.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.550 1.410
1M High / 1M Low: 7.730 1.410
6M High / 6M Low: 9.170 1.410
High (YTD): 08/04/2024 9.170
Low (YTD): 12/06/2024 1.410
52W High: 08/04/2024 9.170
52W Low: 12/06/2024 1.410
Avg. price 1W:   2.066
Avg. volume 1W:   0.000
Avg. price 1M:   4.185
Avg. volume 1M:   0.000
Avg. price 6M:   6.147
Avg. volume 6M:   0.000
Avg. price 1Y:   5.928
Avg. volume 1Y:   0.000
Volatility 1M:   186.30%
Volatility 6M:   121.35%
Volatility 1Y:   102.98%
Volatility 3Y:   -