UC WAR. CALL 12/24 EBO/ DE000HC7M9Z2 /
| 26/07/2024 21:46:47 | Chg.+0.050 | Bid21:59:36 | Ask21:59:36 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.560EUR | +0.59% | 8.350 Bid Size: 500 |
9.070 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: | 5.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 8.43 |
|---|---|
| Intrinsic value: | 7.75 |
| Implied volatility: | 0.31 |
| 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: | 0.13 |
Quote data
| Open: | 8.510 |
|---|---|
| High: | 8.560 |
| Low: | 8.380 |
| Previous Close: | 8.510 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.74% | ||
|---|---|---|---|
| 1 Month | +37.18% | ||
| 3 Months | +68.17% | ||
| YTD | +238.34% | ||
| 1 Year | +127.06% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.560 | 8.030 |
|---|---|---|
| 1M High / 1M Low: | 8.560 | 6.240 |
| 6M High / 6M Low: | 8.560 | 1.850 |
| High (YTD): | 26/07/2024 | 8.560 |
| Low (YTD): | 04/03/2024 | 1.850 |
| 52W High: | 26/07/2024 | 8.560 |
| 52W Low: | 26/10/2023 | 1.480 |
| Avg. price 1W: | 8.260 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.752 | |
| Avg. volume 1M: | .571 | |
| Avg. price 6M: | 4.985 | |
| Avg. volume 6M: | .094 | |
| Avg. price 1Y: | 3.703 | |
| Avg. volume 1Y: | .047 | |
| Volatility 1M: | 78.43% | |
| Volatility 6M: | 114.02% | |
| Volatility 1Y: | 105.10% | |
| Volatility 3Y: | - |
