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: | - |