UC WAR. CALL 01/25 EBA/ DE000HC545S6 /
| 2024-07-05 9:42:29 PM | Chg.0.0000 | Bid9:47:23 PM | Ask9:47:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2900EUR | 0.00% | 1.3000 Bid Size: 35,000 |
1.3100 Ask Size: 35,000 |
EBAY INC. DL... | 40.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC545S |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | EBAY INC. DL-,001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-03-17 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.99 |
|---|---|
| Intrinsic value: | 0.88 |
| Implied volatility: | 0.58 |
| Historic volatility: | 0.24 |
| Parity: | 0.88 |
| Time value: | 0.43 |
| Break-even: | 53.10 |
| Moneyness: | 1.22 |
| Premium: | 0.09 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.01 |
| Spread %: | 0.77% |
| Delta: | 0.77 |
| Theta: | -0.02 |
| Omega: | 2.85 |
| Rho: | 0.13 |
Quote data
| Open: | 1.2900 |
|---|---|
| High: | 1.2900 |
| Low: | 1.2700 |
| Previous Close: | 1.2900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.86% | ||
|---|---|---|---|
| 1 Month | -7.19% | ||
| 3 Months | -0.77% | ||
| YTD | +81.69% | ||
| 1 Year | +43.33% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3400 | 1.2900 |
|---|---|---|
| 1M High / 1M Low: | 1.5300 | 1.2800 |
| 6M High / 6M Low: | 1.5300 | 0.5200 |
| High (YTD): | 2024-06-19 | 1.5300 |
| Low (YTD): | 2024-01-17 | 0.5200 |
| 52W High: | 2024-06-19 | 1.5300 |
| 52W Low: | 2023-11-13 | 0.4900 |
| Avg. price 1W: | 1.3000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3700 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0828 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.9314 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 71.30% | |
| Volatility 6M: | 88.90% | |
| Volatility 1Y: | 90.54% | |
| Volatility 3Y: | - |
