UC WAR. CALL 12/24 EBO/ DE000HC7M9Z2 /
| 05/07/2024 21:45:17 | Chg.-0.130 | Bid21:59:44 | Ask21:59:44 | 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 - | 18/12/2024 | 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: | 18/12/2024 |
| Issue date: | 23/06/2023 |
| Last trading day: | 17/12/2024 |
| 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): | 04/07/2024 | 7.920 |
| Low (YTD): | 04/03/2024 | 1.850 |
| 52W High: | 04/07/2024 | 7.920 |
| 52W Low: | 26/10/2023 | 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: | - |
