UC WAR. CALL 09/24 EBO/ DE000HC9XPC5 /
26/07/2024 21:45:42 | Chg.+0.1000 | Bid21:59:36 | Ask21:59:36 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.6200EUR | +2.84% | 3.5000 Bid Size: 1,000 |
3.8600 Ask Size: 1,000 |
ERSTE GROUP BNK INH.... | 45.00 - | 18/09/2024 | 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: | 18/09/2024 |
Issue date: | 17/10/2023 |
Last trading day: | 17/09/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 12.37 |
Leverage: | Yes |
Calculated values
Fair value: | 3.32 |
---|---|
Intrinsic value: | 2.75 |
Implied volatility: | 0.29 |
Historic volatility: | 0.19 |
Parity: | 2.75 |
Time value: | 1.11 |
Break-even: | 48.86 |
Moneyness: | 1.06 |
Premium: | 0.02 |
Premium p.a.: | 0.17 |
Spread abs.: | 0.36 |
Spread %: | 10.29% |
Delta: | 0.74 |
Theta: | -0.02 |
Omega: | 9.15 |
Rho: | 0.05 |
Quote data
Open: | 3.5200 |
---|---|
High: | 3.6200 |
Low: | 3.4000 |
Previous Close: | 3.5200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +22.71% | ||
---|---|---|---|
1 Month | +78.33% | ||
3 Months | +119.39% | ||
YTD | +277.08% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.6200 | 3.1600 |
---|---|---|
1M High / 1M Low: | 3.6200 | 2.0300 |
6M High / 6M Low: | 3.6200 | 0.4600 |
High (YTD): | 26/07/2024 | 3.6200 |
Low (YTD): | 05/03/2024 | 0.4600 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.3440 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.0124 | |
Avg. volume 1M: | 20.2381 | |
Avg. price 6M: | 1.7203 | |
Avg. volume 6M: | 6.6929 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 159.78% | |
Volatility 6M: | 183.01% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |