UC WAR. CALL 12/24 EBO/ DE000HC7TY81 /
29/07/2024 15:47:03 | Chg.+0.1200 | Bid17:30:00 | Ask17:30:00 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.9700EUR | +2.47% | - Bid Size: 1,000 |
- 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: | 9.36 |
Leverage: | Yes |
Calculated values
Fair value: | 4.26 |
---|---|
Intrinsic value: | 2.75 |
Implied volatility: | 0.27 |
Historic volatility: | 0.19 |
Parity: | 2.75 |
Time value: | 2.35 |
Break-even: | 50.10 |
Moneyness: | 1.06 |
Premium: | 0.05 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.36 |
Spread %: | 7.59% |
Delta: | 0.70 |
Theta: | -0.01 |
Omega: | 6.53 |
Rho: | 0.11 |
Quote data
Open: | 4.7400 |
---|---|
High: | 4.9700 |
Low: | 4.7400 |
Previous Close: | 4.8500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +10.44% | ||
---|---|---|---|
1 Month | +51.99% | ||
3 Months | +107.95% | ||
YTD | +270.90% | ||
1 Year | +89.69% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.8500 | 4.4100 |
---|---|---|
1M High / 1M Low: | 4.8500 | 3.7600 |
6M High / 6M Low: | 4.8500 | 0.8100 |
High (YTD): | 26/07/2024 | 4.8500 |
Low (YTD): | 04/03/2024 | 0.8100 |
52W High: | 26/07/2024 | 4.8500 |
52W Low: | 04/03/2024 | 0.8100 |
Avg. price 1W: | 4.5800 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.3365 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.5767 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.9931 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 92.85% | |
Volatility 6M: | 137.67% | |
Volatility 1Y: | 124.34% | |
Volatility 3Y: | - |