UC WAR. CALL 06/25 EBO/ DE000HD1ED04 /
| 05/07/2024 21:45:50 | Chg.-0.0100 | Bid21:59:44 | Ask21:59:44 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6000EUR | -1.64% | 0.5900 Bid Size: 8,000 |
0.6200 Ask Size: 8,000 |
ERSTE GROUP BNK INH.... | 45.00 - | 18/06/2025 | Call |
Master data
| WKN: | HD1ED0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ERSTE GROUP BNK INH. O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 27/12/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.48 |
|---|---|
| Intrinsic value: | 0.12 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.19 |
| Parity: | 0.12 |
| Time value: | 0.50 |
| Break-even: | 51.20 |
| Moneyness: | 1.03 |
| Premium: | 0.11 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.03 |
| Spread %: | 5.08% |
| Delta: | 0.64 |
| Theta: | -0.01 |
| Omega: | 4.79 |
| Rho: | 0.22 |
Quote data
| Open: | 0.6100 |
|---|---|
| High: | 0.6300 |
| Low: | 0.6000 |
| Previous Close: | 0.6100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +25.00% | ||
|---|---|---|---|
| 1 Month | +13.21% | ||
| 3 Months | +93.55% | ||
| YTD | +150.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6100 | 0.5400 |
|---|---|---|
| 1M High / 1M Low: | 0.6100 | 0.3800 |
| 6M High / 6M Low: | 0.6100 | 0.1800 |
| High (YTD): | 04/07/2024 | 0.6100 |
| Low (YTD): | 29/02/2024 | 0.1800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4924 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3646 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 125.52% | |
| Volatility 6M: | 101.08% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
