UC WAR. CALL 12/24 EBO/ DE000HC7M9Z2 /
2024-07-05 9:45:17 PM | Chg.-0.130 | Bid9:59:44 PM | Ask9:59:44 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
7.790EUR | -1.64% | 7.730 Bid Size: 500 |
8.080 Ask Size: 500 |
ERSTE GROUP BNK INH.... | 40.00 - | 2024-12-18 | Call |
Master data
WKN: | HC7M9Z |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ERSTE GROUP BNK INH. O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 40.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-23 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.72 |
Leverage: | Yes |
Calculated values
Fair value: | 7.13 |
---|---|
Intrinsic value: | 6.22 |
Implied volatility: | 0.32 |
Historic volatility: | 0.19 |
Parity: | 6.22 |
Time value: | 1.86 |
Break-even: | 48.08 |
Moneyness: | 1.16 |
Premium: | 0.04 |
Premium p.a.: | 0.09 |
Spread abs.: | 0.35 |
Spread %: | 4.53% |
Delta: | 0.80 |
Theta: | -0.01 |
Omega: | 4.60 |
Rho: | 0.13 |
Quote data
Open: | 7.920 |
---|---|
High: | 8.070 |
Low: | 7.730 |
Previous Close: | 7.920 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +24.84% | ||
---|---|---|---|
1 Month | +12.41% | ||
3 Months | +104.46% | ||
YTD | +207.91% | ||
1 Year | +155.41% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 7.920 | 6.930 |
---|---|---|
1M High / 1M Low: | 7.920 | 4.860 |
6M High / 6M Low: | 7.920 | 1.850 |
High (YTD): | 2024-07-04 | 7.920 |
Low (YTD): | 2024-03-04 | 1.850 |
52W High: | 2024-07-04 | 7.920 |
52W Low: | 2023-10-26 | 1.480 |
Avg. price 1W: | 7.476 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 6.345 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 4.448 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 3.440 | |
Avg. volume 1Y: | .086 | |
Volatility 1M: | 132.33% | |
Volatility 6M: | 113.98% | |
Volatility 1Y: | 104.91% | |
Volatility 3Y: | - |