UC WAR. CALL 09/24 EBO/ DE000HC9XPC5 /
| 7/5/2024 9:45:06 PM | Chg.-0.0800 | Bid9:59:30 PM | Ask9:59:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0900EUR | -2.52% | 3.0200 Bid Size: 1,000 |
3.3700 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: | 13.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.44 |
|---|---|
| Intrinsic value: | 1.22 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.19 |
| Parity: | 1.22 |
| Time value: | 2.15 |
| Break-even: | 48.37 |
| Moneyness: | 1.03 |
| Premium: | 0.05 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.35 |
| Spread %: | 11.59% |
| Delta: | 0.62 |
| Theta: | -0.02 |
| Omega: | 8.55 |
| Rho: | 0.05 |
Quote data
| Open: | 3.1700 |
|---|---|
| High: | 3.2800 |
| Low: | 3.0800 |
| Previous Close: | 3.1700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +52.22% | ||
|---|---|---|---|
| 1 Month | +18.39% | ||
| 3 Months | +183.49% | ||
| YTD | +221.88% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.1700 | 2.4800 |
|---|---|---|
| 1M High / 1M Low: | 3.1700 | 1.3000 |
| 6M High / 6M Low: | 3.1700 | 0.4600 |
| High (YTD): | 7/4/2024 | 3.1700 |
| Low (YTD): | 3/5/2024 | 0.4600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.8800 | |
| Avg. volume 1W: | 23.6000 | |
| Avg. price 1M: | 2.1614 | |
| Avg. volume 1M: | 5.6190 | |
| Avg. price 6M: | 1.5146 | |
| Avg. volume 6M: | 4.2756 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 249.11% | |
| Volatility 6M: | 182.03% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
