UC WAR. CALL 12/24 EBO/ DE000HC7MA03 /
2024-07-29 1:45:21 PM | Chg.+0.0700 | Bid2:04:34 PM | Ask2:04:34 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.3300EUR | +3.10% | 2.3100 Bid Size: 8,000 |
2.3800 Ask Size: 8,000 |
ERSTE GROUP BNK INH.... | 50.00 - | 2024-12-18 | Call |
Master data
WKN: | HC7MA0 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ERSTE GROUP BNK INH. O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 50.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-23 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 18.95 |
Leverage: | Yes |
Calculated values
Fair value: | 1.59 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.19 |
Parity: | -2.25 |
Time value: | 2.52 |
Break-even: | 52.52 |
Moneyness: | 0.96 |
Premium: | 0.10 |
Premium p.a.: | 0.28 |
Spread abs.: | 0.36 |
Spread %: | 16.67% |
Delta: | 0.46 |
Theta: | -0.01 |
Omega: | 8.66 |
Rho: | 0.08 |
Quote data
Open: | 2.1500 |
---|---|
High: | 2.3300 |
Low: | 2.1500 |
Previous Close: | 2.2600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +13.11% | ||
---|---|---|---|
1 Month | +61.81% | ||
3 Months | +106.19% | ||
YTD | +247.76% | ||
1 Year | +25.95% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.2600 | 2.0100 |
---|---|---|
1M High / 1M Low: | 2.2600 | 1.7500 |
6M High / 6M Low: | 2.2600 | 0.2000 |
High (YTD): | 2024-07-26 | 2.2600 |
Low (YTD): | 2024-03-05 | 0.2000 |
52W High: | 2024-07-26 | 2.2600 |
52W Low: | 2024-03-05 | 0.2000 |
Avg. price 1W: | 2.1040 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.0245 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.1976 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.0101 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 108.43% | |
Volatility 6M: | 210.79% | |
Volatility 1Y: | 177.71% | |
Volatility 3Y: | - |