UC WAR. CALL 06/25 EBO/ DE000HD1ECZ0 /
| 2024-07-26 9:46:24 PM | Chg.+0.0300 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0100EUR | +3.06% | 0.9900 Bid Size: 6,000 |
1.0300 Ask Size: 6,000 |
ERSTE GROUP BNK INH.... | 40.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1ECZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ERSTE GROUP BNK INH. O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.95 |
|---|---|
| Intrinsic value: | 0.78 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.19 |
| Parity: | 0.78 |
| Time value: | 0.26 |
| Break-even: | 50.30 |
| Moneyness: | 1.19 |
| Premium: | 0.05 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.04 |
| Spread %: | 4.04% |
| Delta: | 0.83 |
| Theta: | -0.01 |
| Omega: | 3.84 |
| Rho: | 0.26 |
Quote data
| Open: | 0.9800 |
|---|---|
| High: | 1.0100 |
| Low: | 0.9800 |
| Previous Close: | 0.9800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.99% | ||
|---|---|---|---|
| 1 Month | +32.89% | ||
| 3 Months | +65.57% | ||
| YTD | +188.57% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0100 | 0.9400 |
|---|---|---|
| 1M High / 1M Low: | 1.0100 | 0.7600 |
| 6M High / 6M Low: | 1.0100 | 0.3000 |
| High (YTD): | 2024-07-26 | 1.0100 |
| Low (YTD): | 2024-03-05 | 0.3000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9076 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6171 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 62.45% | |
| Volatility 6M: | 85.35% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
