UC WAR. CALL 12/24 EBO/ DE000HC7TY81 /
7/26/2024 9:45:52 PM | Chg.+0.1200 | Bid9:59:40 PM | Ask9:59:40 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.8500EUR | +2.54% | 4.7400 Bid Size: 1,000 |
5.1000 Ask Size: 1,000 |
ERSTE GROUP BNK INH.... | 45.00 - | 12/18/2024 | Call |
Master data
WKN: | HC7TY8 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ERSTE GROUP BNK INH. O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 45.00 - |
Maturity: | 12/18/2024 |
Issue date: | 6/30/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 9.36 |
Leverage: | Yes |
Calculated values
Fair value: | 4.27 |
---|---|
Intrinsic value: | 2.75 |
Implied volatility: | 0.27 |
Historic volatility: | 0.19 |
Parity: | 2.75 |
Time value: | 2.35 |
Break-even: | 50.10 |
Moneyness: | 1.06 |
Premium: | 0.05 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.36 |
Spread %: | 7.59% |
Delta: | 0.70 |
Theta: | -0.01 |
Omega: | 6.53 |
Rho: | 0.11 |
Quote data
Open: | 4.7300 |
---|---|
High: | 4.8500 |
Low: | 4.6900 |
Previous Close: | 4.7300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +13.05% | ||
---|---|---|---|
1 Month | +48.32% | ||
3 Months | +93.23% | ||
YTD | +261.94% | ||
1 Year | +85.11% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.8500 | 4.4100 |
---|---|---|
1M High / 1M Low: | 4.8500 | 3.2700 |
6M High / 6M Low: | 4.8500 | 0.8100 |
High (YTD): | 7/26/2024 | 4.8500 |
Low (YTD): | 3/4/2024 | 0.8100 |
52W High: | 7/26/2024 | 4.8500 |
52W Low: | 3/4/2024 | 0.8100 |
Avg. price 1W: | 4.5800 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.2857 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.5767 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.9956 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 102.70% | |
Volatility 6M: | 137.67% | |
Volatility 1Y: | 124.31% | |
Volatility 3Y: | - |