UC WAR. CALL 06/25 EBO/ DE000HD1ED12 /
26/07/2024 21:45:42 | Chg.+0.0200 | Bid21:59:01 | Ask21:59:01 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4100EUR | +5.13% | 0.4000 Bid Size: 10,000 |
0.4400 Ask Size: 10,000 |
ERSTE GROUP BNK INH.... | 50.00 - | 18/06/2025 | Call |
Master data
WKN: | HD1ED1 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ERSTE GROUP BNK INH. O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 50.00 - |
Maturity: | 18/06/2025 |
Issue date: | 27/12/2023 |
Last trading day: | 17/06/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 10.85 |
Leverage: | Yes |
Calculated values
Fair value: | 0.31 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.26 |
Historic volatility: | 0.19 |
Parity: | -0.23 |
Time value: | 0.44 |
Break-even: | 54.40 |
Moneyness: | 0.96 |
Premium: | 0.14 |
Premium p.a.: | 0.16 |
Spread abs.: | 0.04 |
Spread %: | 10.00% |
Delta: | 0.53 |
Theta: | -0.01 |
Omega: | 5.72 |
Rho: | 0.19 |
Quote data
Open: | 0.3900 |
---|---|
High: | 0.4100 |
Low: | 0.3900 |
Previous Close: | 0.3900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +10.81% | ||
---|---|---|---|
1 Month | +41.38% | ||
3 Months | +57.69% | ||
YTD | +156.25% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4100 | 0.3700 |
---|---|---|
1M High / 1M Low: | 0.4100 | 0.2900 |
6M High / 6M Low: | 0.4100 | 0.1200 |
High (YTD): | 26/07/2024 | 0.4100 |
Low (YTD): | 29/02/2024 | 0.1200 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.3840 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3695 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2578 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 103.45% | |
Volatility 6M: | 109.03% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |