UC WAR. CALL 12/24 EBO/ DE000HC7MA03 /
| 05/07/2024 21:45:22 | Chg.-0.0800 | Bid21:59:17 | Ask21:59:17 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0600EUR | -3.74% | 1.9400 Bid Size: 2,000 |
2.2900 Ask Size: 2,000 |
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: | 20.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.22 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.19 |
| Parity: | -3.78 |
| Time value: | 2.29 |
| Break-even: | 52.29 |
| Moneyness: | 0.92 |
| Premium: | 0.13 |
| Premium p.a.: | 0.31 |
| Spread abs.: | 0.35 |
| Spread %: | 18.04% |
| Delta: | 0.41 |
| Theta: | -0.01 |
| Omega: | 8.21 |
| Rho: | 0.07 |
Quote data
| Open: | 2.1400 |
|---|---|
| High: | 2.2600 |
| Low: | 2.0600 |
| Previous Close: | 2.1400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +43.06% | ||
|---|---|---|---|
| 1 Month | +9.57% | ||
| 3 Months | +167.53% | ||
| YTD | +207.46% | ||
| 1 Year | +40.14% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1400 | 1.7500 |
|---|---|---|
| 1M High / 1M Low: | 2.1400 | 0.9500 |
| 6M High / 6M Low: | 2.1400 | 0.2000 |
| High (YTD): | 04/07/2024 | 2.1400 |
| Low (YTD): | 05/03/2024 | 0.2000 |
| 52W High: | 04/07/2024 | 2.1400 |
| 52W Low: | 05/03/2024 | 0.2000 |
| Avg. price 1W: | 1.9600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5414 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0736 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.9955 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 220.91% | |
| Volatility 6M: | 211.45% | |
| Volatility 1Y: | 176.67% | |
| Volatility 3Y: | - |
