UC WAR. CALL 12/24 EBO/ DE000HC7MA03 /
| 04/09/2024 09:01:44 | Chg.-0.4000 | Bid09:40:39 | Ask09:40:39 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8300EUR | -17.94% | 2.0400 Bid Size: 8,000 |
2.1100 Ask Size: 8,000 |
ERSTE GROUP BNK INH.... | 50.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC7MA0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ERSTE GROUP BNK INH. O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 50.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 23/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.28 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.20 |
| Parity: | -0.21 |
| Time value: | 3.04 |
| Break-even: | 53.04 |
| Moneyness: | 1.00 |
| Premium: | 0.07 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.37 |
| Spread %: | 13.86% |
| Delta: | 0.55 |
| Theta: | -0.02 |
| Omega: | 8.94 |
| Rho: | 0.07 |
Quote data
| Open: | 1.8300 |
|---|---|
| High: | 1.8300 |
| Low: | 1.8300 |
| Previous Close: | 2.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -24.38% | ||
|---|---|---|---|
| 1 Month | +25.34% | ||
| 3 Months | +21.19% | ||
| YTD | +173.13% | ||
| 1 Year | +86.73% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.9500 | 2.2300 |
|---|---|---|
| 1M High / 1M Low: | 2.9500 | 0.9400 |
| 6M High / 6M Low: | 2.9500 | 0.2000 |
| High (YTD): | 02/09/2024 | 2.9500 |
| Low (YTD): | 05/03/2024 | 0.2000 |
| 52W High: | 02/09/2024 | 2.9500 |
| 52W Low: | 05/03/2024 | 0.2000 |
| Avg. price 1W: | 2.5700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9995 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4372 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.0887 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 223.83% | |
| Volatility 6M: | 213.46% | |
| Volatility 1Y: | 193.00% | |
| Volatility 3Y: | - |
