UC WAR. CALL 09/24 EBO/ DE000HC9XPC5 /
| 7/29/2024 9:46:39 PM | Chg.+0.1500 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.7700EUR | +4.14% | 3.6300 Bid Size: 1,000 |
3.9900 Ask Size: 1,000 |
ERSTE GROUP BNK INH.... | 45.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9XPC |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ERSTE GROUP BNK INH. O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/17/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.30 |
|---|---|
| Intrinsic value: | 2.75 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.19 |
| Parity: | 2.75 |
| Time value: | 1.11 |
| Break-even: | 48.86 |
| Moneyness: | 1.06 |
| Premium: | 0.02 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.36 |
| Spread %: | 10.29% |
| Delta: | 0.74 |
| Theta: | -0.02 |
| Omega: | 9.13 |
| Rho: | 0.04 |
Quote data
| Open: | 3.5900 |
|---|---|
| High: | 3.7700 |
| Low: | 3.5900 |
| Previous Close: | 3.6200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +18.93% | ||
|---|---|---|---|
| 1 Month | +85.71% | ||
| 3 Months | +158.22% | ||
| YTD | +292.71% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.7700 | 3.1600 |
|---|---|---|
| 1M High / 1M Low: | 3.7700 | 2.4800 |
| 6M High / 6M Low: | 3.7700 | 0.4600 |
| High (YTD): | 7/29/2024 | 3.7700 |
| Low (YTD): | 3/5/2024 | 0.4600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.4480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.0952 | |
| Avg. volume 1M: | 20.2381 | |
| Avg. price 6M: | 1.7382 | |
| Avg. volume 6M: | 6.6929 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 141.03% | |
| Volatility 6M: | 182.71% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
