UC WAR. CALL 12/24 EBO/ DE000HC7TY81 /
05/07/2024 21:45:12 | Chg.-0.1400 | Bid21:59:06 | Ask21:59:06 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.3200EUR | -3.14% | 4.2600 Bid Size: 1,000 |
4.6100 Ask Size: 1,000 |
ERSTE GROUP BNK INH.... | 45.00 - | 18/12/2024 | 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: | 18/12/2024 |
Issue date: | 30/06/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 10.03 |
Leverage: | Yes |
Calculated values
Fair value: | 3.40 |
---|---|
Intrinsic value: | 1.22 |
Implied volatility: | 0.29 |
Historic volatility: | 0.19 |
Parity: | 1.22 |
Time value: | 3.39 |
Break-even: | 49.61 |
Moneyness: | 1.03 |
Premium: | 0.07 |
Premium p.a.: | 0.17 |
Spread abs.: | 0.35 |
Spread %: | 8.22% |
Delta: | 0.62 |
Theta: | -0.01 |
Omega: | 6.26 |
Rho: | 0.11 |
Quote data
Open: | 4.4600 |
---|---|
High: | 4.6000 |
Low: | 4.3100 |
Previous Close: | 4.4600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +32.11% | ||
---|---|---|---|
1 Month | +9.37% | ||
3 Months | +146.86% | ||
YTD | +222.39% | ||
1 Year | +110.73% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.4600 | 3.7600 |
---|---|---|
1M High / 1M Low: | 4.4600 | 2.3400 |
6M High / 6M Low: | 4.4600 | 0.8100 |
High (YTD): | 04/07/2024 | 4.4600 |
Low (YTD): | 04/03/2024 | 0.8100 |
52W High: | 04/07/2024 | 4.4600 |
52W Low: | 04/03/2024 | 0.8100 |
Avg. price 1W: | 4.1380 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.3791 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.2799 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.8789 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 170.11% | |
Volatility 6M: | 137.90% | |
Volatility 1Y: | 123.60% | |
Volatility 3Y: | - |