UC WAR. CALL 01/25 EBA/ DE000HC5VA61 /
| 10/7/2024 9:41:33 PM | Chg.+0.0400 | Bid9:59:49 PM | Ask9:59:49 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1700EUR | +3.54% | 1.1800 Bid Size: 35,000 |
1.1900 Ask Size: 35,000 |
EBAY INC. DL... | 55.00 - | 1/15/2025 | Call |
Master data
| WKN: | HC5VA6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | EBAY INC. DL-,001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 4/11/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.66 |
|---|---|
| Intrinsic value: | 0.54 |
| Implied volatility: | 0.69 |
| Historic volatility: | 0.22 |
| Parity: | 0.54 |
| Time value: | 0.61 |
| Break-even: | 66.50 |
| Moneyness: | 1.10 |
| Premium: | 0.10 |
| Premium p.a.: | 0.42 |
| Spread abs.: | 0.02 |
| Spread %: | 1.77% |
| Delta: | 0.68 |
| Theta: | -0.04 |
| Omega: | 3.57 |
| Rho: | 0.08 |
Quote data
| Open: | 1.1100 |
|---|---|
| High: | 1.1700 |
| Low: | 1.1100 |
| Previous Close: | 1.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.59% | ||
|---|---|---|---|
| 1 Month | +82.81% | ||
| 3 Months | +225.00% | ||
| YTD | +515.79% | ||
| 1 Year | +333.33% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1300 | 1.0300 |
|---|---|---|
| 1M High / 1M Low: | 1.1300 | 0.6400 |
| 6M High / 6M Low: | 1.1300 | 0.2700 |
| High (YTD): | 10/4/2024 | 1.1300 |
| Low (YTD): | 2/5/2024 | 0.1200 |
| 52W High: | 10/4/2024 | 1.1300 |
| 52W Low: | 2/5/2024 | 0.1200 |
| Avg. price 1W: | 1.0680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9300 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5064 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3643 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 136.33% | |
| Volatility 6M: | 130.94% | |
| Volatility 1Y: | 135.89% | |
| Volatility 3Y: | - |
