UC WAR. CALL 06/25 EBO/ DE000HD1ED12 /
| 10/7/2024 7:45:32 PM | Chg.+0.0100 | Bid9:03:41 PM | Ask9:03:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3800EUR | +2.70% | 0.3700 Bid Size: 10,000 |
0.3900 Ask Size: 10,000 |
ERSTE GROUP BNK INH.... | 50.00 - | 6/18/2025 | 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: | 6/18/2025 |
| Issue date: | 12/27/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.31 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.20 |
| Parity: | -0.14 |
| Time value: | 0.46 |
| Break-even: | 54.60 |
| Moneyness: | 0.97 |
| Premium: | 0.12 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.15 |
| Spread %: | 48.39% |
| Delta: | 0.54 |
| Theta: | -0.01 |
| Omega: | 5.69 |
| Rho: | 0.15 |
Quote data
| Open: | 0.3600 |
|---|---|
| High: | 0.3800 |
| Low: | 0.3600 |
| Previous Close: | 0.3700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.32% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | 0.00% | ||
| YTD | +137.50% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4100 | 0.3700 |
|---|---|---|
| 1M High / 1M Low: | 0.4100 | 0.3400 |
| 6M High / 6M Low: | 0.4900 | 0.1800 |
| High (YTD): | 9/2/2024 | 0.4900 |
| Low (YTD): | 2/29/2024 | 0.1200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3690 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3333 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 98.72% | |
| Volatility 6M: | 116.83% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
