UC WAR. CALL 12/24 EBO/ DE000HC7M9Z2 /
| 17/07/2024 17:46:26 | Chg.-0.310 | Bid18:56:24 | Ask18:56:24 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.980EUR | -3.74% | 7.800 Bid Size: 1,000 |
7.970 Ask Size: 1,000 |
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: | 5.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.88 |
|---|---|
| Intrinsic value: | 7.11 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.19 |
| Parity: | 7.11 |
| Time value: | 1.46 |
| Break-even: | 48.57 |
| Moneyness: | 1.18 |
| Premium: | 0.03 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.35 |
| Spread %: | 4.26% |
| Delta: | 0.84 |
| Theta: | -0.01 |
| Omega: | 4.62 |
| Rho: | 0.13 |
Quote data
| Open: | 8.290 |
|---|---|
| High: | 8.350 |
| Low: | 7.980 |
| Previous Close: | 8.290 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.13% | ||
|---|---|---|---|
| 1 Month | +44.57% | ||
| 3 Months | +121.05% | ||
| YTD | +215.42% | ||
| 1 Year | +136.80% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.290 | 7.380 |
|---|---|---|
| 1M High / 1M Low: | 8.290 | 5.500 |
| 6M High / 6M Low: | 8.290 | 1.850 |
| High (YTD): | 16/07/2024 | 8.290 |
| Low (YTD): | 04/03/2024 | 1.850 |
| 52W High: | 16/07/2024 | 8.290 |
| 52W Low: | 26/10/2023 | 1.480 |
| Avg. price 1W: | 7.878 | |
| Avg. volume 1W: | 2.400 | |
| Avg. price 1M: | 6.847 | |
| Avg. volume 1M: | .545 | |
| Avg. price 6M: | 4.696 | |
| Avg. volume 6M: | .094 | |
| Avg. price 1Y: | 3.565 | |
| Avg. volume 1Y: | .047 | |
| Volatility 1M: | 87.60% | |
| Volatility 6M: | 114.19% | |
| Volatility 1Y: | 104.93% | |
| Volatility 3Y: | - |
