UC WAR. CALL 12/24 EBO/ DE000HC7M9Z2 /
| 2024-07-29 9:45:26 PM | Chg.+0.210 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.770EUR | +2.45% | 8.500 Bid Size: 500 |
9.220 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: | 5.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 8.42 |
|---|---|
| Intrinsic value: | 7.75 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.19 |
| Parity: | 7.75 |
| Time value: | 1.32 |
| Break-even: | 49.07 |
| Moneyness: | 1.19 |
| Premium: | 0.03 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.72 |
| Spread %: | 8.62% |
| Delta: | 0.86 |
| Theta: | -0.01 |
| Omega: | 4.51 |
| Rho: | 0.12 |
Quote data
| Open: | 8.380 |
|---|---|
| High: | 8.770 |
| Low: | 8.380 |
| Previous Close: | 8.560 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.61% | ||
|---|---|---|---|
| 1 Month | +40.54% | ||
| 3 Months | +77.53% | ||
| YTD | +246.64% | ||
| 1 Year | +132.63% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.560 | 8.030 |
|---|---|---|
| 1M High / 1M Low: | 8.560 | 6.930 |
| 6M High / 6M Low: | 8.560 | 1.850 |
| High (YTD): | 2024-07-26 | 8.560 |
| Low (YTD): | 2024-03-04 | 1.850 |
| 52W High: | 2024-07-26 | 8.560 |
| 52W Low: | 2023-10-26 | 1.480 |
| Avg. price 1W: | 8.260 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.828 | |
| Avg. volume 1M: | .600 | |
| Avg. price 6M: | 4.985 | |
| Avg. volume 6M: | .094 | |
| Avg. price 1Y: | 3.703 | |
| Avg. volume 1Y: | .047 | |
| Volatility 1M: | 72.22% | |
| Volatility 6M: | 114.02% | |
| Volatility 1Y: | 105.08% | |
| Volatility 3Y: | - |
