UC WAR. CALL 12/24 EBO/ DE000HC7TY81 /
| 7/5/2024 9:45:12 PM | Chg.-0.1400 | Bid9:59:06 PM | Ask9:59:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.3200EUR | -3.14% | 4.2600 Bid Size: 1,000 |
4.6100 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: | 10.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.40 |
|---|---|
| Intrinsic value: | 1.22 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.19 |
| Parity: | 1.22 |
| Time value: | 3.39 |
| Break-even: | 49.61 |
| Moneyness: | 1.03 |
| Premium: | 0.07 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.35 |
| Spread %: | 8.22% |
| Delta: | 0.62 |
| Theta: | -0.01 |
| Omega: | 6.26 |
| Rho: | 0.11 |
Quote data
| Open: | 4.4600 |
|---|---|
| High: | 4.6000 |
| Low: | 4.3100 |
| Previous Close: | 4.4600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +32.11% | ||
|---|---|---|---|
| 1 Month | +9.37% | ||
| 3 Months | +146.86% | ||
| YTD | +222.39% | ||
| 1 Year | +110.73% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.4600 | 3.7600 |
|---|---|---|
| 1M High / 1M Low: | 4.4600 | 2.3400 |
| 6M High / 6M Low: | 4.4600 | 0.8100 |
| High (YTD): | 7/4/2024 | 4.4600 |
| Low (YTD): | 3/4/2024 | 0.8100 |
| 52W High: | 7/4/2024 | 4.4600 |
| 52W Low: | 3/4/2024 | 0.8100 |
| Avg. price 1W: | 4.1380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.3791 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.2799 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.8789 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 170.11% | |
| Volatility 6M: | 137.90% | |
| Volatility 1Y: | 123.60% | |
| Volatility 3Y: | - |
