UC WAR. CALL 12/24 EBO/ DE000HC7MA11 /
30/07/2024 21:46:34 | Chg.+0.1400 | Bid21:48:20 | Ask21:48:20 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0300EUR | +15.73% | 0.9400 Bid Size: 4,000 |
1.1600 Ask Size: 4,000 |
ERSTE GROUP BNK INH.... | 55.00 - | 18/12/2024 | Call |
Master data
WKN: | HC7MA1 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ERSTE GROUP BNK INH. O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 55.00 - |
Maturity: | 18/12/2024 |
Issue date: | 23/06/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 43.09 |
Leverage: | Yes |
Calculated values
Fair value: | 0.43 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.19 |
Parity: | -7.17 |
Time value: | 1.11 |
Break-even: | 56.11 |
Moneyness: | 0.87 |
Premium: | 0.17 |
Premium p.a.: | 0.51 |
Spread abs.: | 0.36 |
Spread %: | 48.00% |
Delta: | 0.25 |
Theta: | -0.01 |
Omega: | 10.85 |
Rho: | 0.04 |
Quote data
Open: | 0.7800 |
---|---|
High: | 1.0300 |
Low: | 0.7800 |
Previous Close: | 0.8900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +28.75% | ||
---|---|---|---|
1 Month | +71.67% | ||
3 Months | +94.34% | ||
YTD | +243.33% | ||
1 Year | -24.82% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8900 | 0.7600 |
---|---|---|
1M High / 1M Low: | 0.9100 | 0.6700 |
6M High / 6M Low: | 0.9100 | 0.0010 |
High (YTD): | 17/07/2024 | 0.9100 |
Low (YTD): | 14/03/2024 | 0.0010 |
52W High: | 31/07/2023 | 1.2700 |
52W Low: | 14/03/2024 | 0.0010 |
Avg. price 1W: | 0.8200 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8138 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4558 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.4359 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 124.96% | |
Volatility 6M: | 2,521.71% | |
Volatility 1Y: | 1,794.82% | |
Volatility 3Y: | - |