UC WAR. CALL 12/24 EBO/ DE000HD3B811 /
2024-09-05 9:46:42 AM | Chg.+0.0200 | Bid11:38:21 AM | Ask11:38:21 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7600EUR | +2.70% | 0.7400 Bid Size: 40,000 |
0.7500 Ask Size: 40,000 |
ERSTE GROUP BNK INH.... | 42.00 - | 2024-12-18 | Call |
Master data
WKN: | HD3B81 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ERSTE GROUP BNK INH. O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 42.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2024-03-04 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.45 |
Leverage: | Yes |
Calculated values
Fair value: | 0.70 |
---|---|
Intrinsic value: | 0.64 |
Implied volatility: | 0.31 |
Historic volatility: | 0.20 |
Parity: | 0.64 |
Time value: | 0.11 |
Break-even: | 49.50 |
Moneyness: | 1.15 |
Premium: | 0.02 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.04 |
Spread %: | 5.63% |
Delta: | 0.84 |
Theta: | -0.01 |
Omega: | 5.44 |
Rho: | 0.09 |
Quote data
Open: | 0.7200 |
---|---|
High: | 0.7600 |
Low: | 0.7200 |
Previous Close: | 0.7400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -3.80% | ||
---|---|---|---|
1 Month | +76.74% | ||
3 Months | +43.40% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8900 | 0.7400 |
---|---|---|
1M High / 1M Low: | 0.8900 | 0.4300 |
6M High / 6M Low: | 0.8900 | 0.1400 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8000 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.6752 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4836 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 119.24% | |
Volatility 6M: | 121.27% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |