UC WAR. CALL 06/25 EBO/ DE000HD1ED04 /
| 11/8/2024 9:46:02 PM | Chg.-0.0100 | Bid9:59:03 PM | Ask9:59:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9900EUR | -1.00% | 0.9800 Bid Size: 4,000 |
1.0200 Ask Size: 4,000 |
ERSTE GROUP BNK INH.... | 45.00 - | 6/18/2025 | 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: | 6/18/2025 |
| Issue date: | 12/27/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.97 |
|---|---|
| Intrinsic value: | 0.85 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.20 |
| Parity: | 0.85 |
| Time value: | 0.17 |
| Break-even: | 55.20 |
| Moneyness: | 1.19 |
| Premium: | 0.03 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.04 |
| Spread %: | 4.08% |
| Delta: | 0.85 |
| Theta: | -0.01 |
| Omega: | 4.48 |
| Rho: | 0.21 |
Quote data
| Open: | 0.9800 |
|---|---|
| High: | 0.9900 |
| Low: | 0.9600 |
| Previous Close: | 1.0000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.73% | ||
|---|---|---|---|
| 1 Month | +45.59% | ||
| 3 Months | +83.33% | ||
| YTD | +312.50% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0000 | 0.8700 |
|---|---|---|
| 1M High / 1M Low: | 1.0000 | 0.6400 |
| 6M High / 6M Low: | 1.0000 | 0.3800 |
| High (YTD): | 11/7/2024 | 1.0000 |
| Low (YTD): | 2/29/2024 | 0.1800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7682 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6117 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 118.05% | |
| Volatility 6M: | 106.66% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
