UC WAR. CALL 12/24 EBO/ DE000HC7TY81 /
| 10/7/2024 7:45:42 PM | Chg.+0.0700 | Bid9:26:01 PM | Ask9:26:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.8700EUR | +1.46% | 4.7100 Bid Size: 1,000 |
4.9300 Ask Size: 1,000 |
ERSTE GROUP BNK INH.... | 45.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC7TY8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ERSTE GROUP BNK INH. O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/30/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.25 |
|---|---|
| Intrinsic value: | 3.58 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.20 |
| Parity: | 3.58 |
| Time value: | 2.07 |
| Break-even: | 50.65 |
| Moneyness: | 1.08 |
| Premium: | 0.04 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 1.46 |
| Spread %: | 34.84% |
| Delta: | 0.71 |
| Theta: | -0.02 |
| Omega: | 6.09 |
| Rho: | 0.06 |
Quote data
| Open: | 4.6200 |
|---|---|
| High: | 4.8700 |
| Low: | 4.6200 |
| Previous Close: | 4.8000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.97% | ||
|---|---|---|---|
| 1 Month | +5.64% | ||
| 3 Months | +12.73% | ||
| YTD | +263.43% | ||
| 1 Year | +368.27% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.3500 | 4.6700 |
|---|---|---|
| 1M High / 1M Low: | 5.3500 | 4.0200 |
| 6M High / 6M Low: | 6.2100 | 1.5200 |
| High (YTD): | 9/2/2024 | 6.2100 |
| Low (YTD): | 3/4/2024 | 0.8100 |
| 52W High: | 9/2/2024 | 6.2100 |
| 52W Low: | 3/4/2024 | 0.8100 |
| Avg. price 1W: | 4.8920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.6195 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.7825 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.5965 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 136.28% | |
| Volatility 6M: | 141.55% | |
| Volatility 1Y: | 134.52% | |
| Volatility 3Y: | - |
