UC WAR. CALL 06/25 EBO/ DE000HD1ED04 /
| 7/26/2024 9:45:02 PM | Chg.+0.0200 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6700EUR | +3.08% | 0.6500 Bid Size: 6,000 |
0.6900 Ask Size: 6,000 |
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: | 6.92 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.57 |
|---|---|
| Intrinsic value: | 0.28 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.19 |
| Parity: | 0.28 |
| Time value: | 0.42 |
| Break-even: | 51.90 |
| Moneyness: | 1.06 |
| Premium: | 0.09 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.04 |
| Spread %: | 6.15% |
| Delta: | 0.69 |
| Theta: | -0.01 |
| Omega: | 4.77 |
| Rho: | 0.23 |
Quote data
| Open: | 0.6500 |
|---|---|
| High: | 0.6700 |
| Low: | 0.6500 |
| Previous Close: | 0.6500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.56% | ||
|---|---|---|---|
| 1 Month | +39.58% | ||
| 3 Months | +71.79% | ||
| YTD | +179.17% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6700 | 0.6100 |
|---|---|---|
| 1M High / 1M Low: | 0.6700 | 0.4800 |
| 6M High / 6M Low: | 0.6700 | 0.1800 |
| High (YTD): | 7/26/2024 | 0.6700 |
| Low (YTD): | 2/29/2024 | 0.1800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5948 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4006 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 82.04% | |
| Volatility 6M: | 101.30% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
