UC WAR. CALL 03/25 EBO/ DE000HD43EH1 /
| 07/10/2024 19:45:35 | Chg.+0.0100 | Bid07/10/2024 | Ask07/10/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9900EUR | +1.02% | 0.9800 Bid Size: 10,000 |
1.0200 Ask Size: 10,000 |
ERSTE GROUP BNK INH.... | 40.00 - | 19/03/2025 | Call |
Master data
| WKN: | HD43EH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ERSTE GROUP BNK INH. O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 25/03/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.93 |
|---|---|
| Intrinsic value: | 0.86 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.20 |
| Parity: | 0.86 |
| Time value: | 0.21 |
| Break-even: | 50.70 |
| Moneyness: | 1.21 |
| Premium: | 0.04 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.15 |
| Spread %: | 16.30% |
| Delta: | 0.82 |
| Theta: | -0.01 |
| Omega: | 3.70 |
| Rho: | 0.13 |
Quote data
| Open: | 0.9700 |
|---|---|
| High: | 0.9900 |
| Low: | 0.9700 |
| Previous Close: | 0.9800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.88% | ||
|---|---|---|---|
| 1 Month | +6.45% | ||
| 3 Months | +15.12% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0300 | 0.9700 |
|---|---|---|
| 1M High / 1M Low: | 1.0300 | 0.8800 |
| 6M High / 6M Low: | 1.1400 | 0.4100 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9545 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7929 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 73.39% | |
| Volatility 6M: | 89.85% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
