UC WAR. CALL 01/25 EBA/ DE000HC5VA61 /
| 18/10/2024 21:42:12 | Chg.- | Bid21:59:53 | Ask18/10/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0000EUR | - | 1.0100 Bid Size: 35,000 |
- Ask Size: 14,000 |
EBAY INC. DL... | 55.00 - | 15/01/2025 | Call |
Master data
| WKN: | HC5VA6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | EBAY INC. DL-,001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 11/04/2023 |
| Last trading day: | 18/10/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.41 |
|---|---|
| Intrinsic value: | 0.27 |
| Implied volatility: | 0.97 |
| Historic volatility: | 0.23 |
| Parity: | 0.27 |
| Time value: | 0.82 |
| Break-even: | 65.90 |
| Moneyness: | 1.05 |
| Premium: | 0.14 |
| Premium p.a.: | 1.05 |
| Spread abs.: | 0.08 |
| Spread %: | 7.92% |
| Delta: | 0.63 |
| Theta: | -0.07 |
| Omega: | 3.35 |
| Rho: | 0.05 |
Quote data
| Open: | 1.0300 |
|---|---|
| High: | 1.0700 |
| Low: | 1.0000 |
| Previous Close: | 1.0900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -9.91% | ||
| 3 Months | +96.08% | ||
| YTD | +426.32% | ||
| 1 Year | +566.67% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.2100 | 1.0000 |
| 6M High / 6M Low: | 1.2200 | 0.3000 |
| High (YTD): | 08/10/2024 | 1.2200 |
| Low (YTD): | 05/02/2024 | 0.1200 |
| 52W High: | 08/10/2024 | 1.2200 |
| 52W Low: | 05/02/2024 | 0.1200 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.1343 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5888 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4131 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 90.59% | |
| Volatility 6M: | 127.90% | |
| Volatility 1Y: | 134.11% | |
| Volatility 3Y: | - |
