UC WAR. CALL 06/25 EBO/ DE000HD1UPY1 /
| 30/07/2024 11:45:23 | Chg.+0.0500 | Bid13:26:25 | Ask13:26:25 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4800EUR | +3.50% | 1.4900 Bid Size: 35,000 |
1.5000 Ask Size: 35,000 |
ERSTE GROUP BNK INH.... | 35.00 - | 18/06/2025 | Call |
Master data
| WKN: | HD1UPY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ERSTE GROUP BNK INH. O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 15/01/2024 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.40 |
|---|---|
| Intrinsic value: | 1.28 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.19 |
| Parity: | 1.28 |
| Time value: | 0.19 |
| Break-even: | 49.70 |
| Moneyness: | 1.37 |
| Premium: | 0.04 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.07 |
| Spread %: | 5.00% |
| Delta: | 0.90 |
| Theta: | -0.01 |
| Omega: | 2.93 |
| Rho: | 0.25 |
Quote data
| Open: | 1.3900 |
|---|---|
| High: | 1.4800 |
| Low: | 1.3900 |
| Previous Close: | 1.4300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.63% | ||
|---|---|---|---|
| 1 Month | +32.14% | ||
| 3 Months | +59.14% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4300 | 1.3500 |
|---|---|---|
| 1M High / 1M Low: | 1.4300 | 1.1900 |
| 6M High / 6M Low: | 1.4300 | 0.4800 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3124 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9326 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 45.83% | |
| Volatility 6M: | 75.59% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
