UC WAR. CALL 09/24 EBO/ DE000HD5HMK5 /
| 7/30/2024 9:47:14 PM | Chg.+0.0500 | Bid9:59:06 PM | Ask9:59:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5100EUR | +10.87% | 0.4900 Bid Size: 8,000 |
0.5300 Ask Size: 8,000 |
ERSTE GROUP BNK INH.... | 44.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD5HMK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ERSTE GROUP BNK INH. O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 44.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 5/13/2024 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.42 |
|---|---|
| Intrinsic value: | 0.38 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.19 |
| Parity: | 0.38 |
| Time value: | 0.10 |
| Break-even: | 48.80 |
| Moneyness: | 1.09 |
| Premium: | 0.02 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.04 |
| Spread %: | 9.09% |
| Delta: | 0.79 |
| Theta: | -0.02 |
| Omega: | 7.83 |
| Rho: | 0.04 |
Quote data
| Open: | 0.4300 |
|---|---|
| High: | 0.5100 |
| Low: | 0.4300 |
| Previous Close: | 0.4600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +30.77% | ||
|---|---|---|---|
| 1 Month | +96.15% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5100 | 0.3900 |
|---|---|---|
| 1M High / 1M Low: | 0.5100 | 0.3100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3877 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 125.64% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
