UC WAR. CALL 09/24 EBO/ DE000HD1UPX3 /
9/3/2024 9:45:47 AM | Chg.-0.0300 | Bid10:55:11 AM | Ask10:55:11 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2100EUR | -12.50% | 0.1800 Bid Size: 45,000 |
0.1900 Ask Size: 45,000 |
ERSTE GROUP BNK INH.... | 48.00 - | 9/18/2024 | Call |
Master data
WKN: | HD1UPX |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ERSTE GROUP BNK INH. O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 48.00 - |
Maturity: | 9/18/2024 |
Issue date: | 1/15/2024 |
Last trading day: | 9/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 19.92 |
Leverage: | Yes |
Calculated values
Fair value: | 0.20 |
---|---|
Intrinsic value: | 0.18 |
Implied volatility: | 0.35 |
Historic volatility: | 0.20 |
Parity: | 0.18 |
Time value: | 0.07 |
Break-even: | 50.50 |
Moneyness: | 1.04 |
Premium: | 0.01 |
Premium p.a.: | 0.41 |
Spread abs.: | 0.04 |
Spread %: | 19.05% |
Delta: | 0.72 |
Theta: | -0.04 |
Omega: | 14.29 |
Rho: | 0.01 |
Quote data
Open: | 0.2000 |
---|---|
High: | 0.2100 |
Low: | 0.2000 |
Previous Close: | 0.2400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +23.53% | ||
---|---|---|---|
1 Month | +138.64% | ||
3 Months | +40.00% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2400 | 0.1600 |
---|---|---|
1M High / 1M Low: | 0.2400 | 0.0340 |
6M High / 6M Low: | 0.2400 | 0.0070 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1880 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1246 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1000 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 374.27% | |
Volatility 6M: | 471.04% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |