UC WAR. CALL 12/24 EBO/ DE000HD3B811 /
| 30/07/2024 21:46:32 | Chg.+0.0500 | Bid21:59:05 | Ask21:59:05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7700EUR | +6.94% | 0.7500 Bid Size: 5,000 |
0.7900 Ask Size: 5,000 |
ERSTE GROUP BNK INH.... | 42.00 - | 18/12/2024 | 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: | 18/12/2024 |
| Issue date: | 04/03/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.67 |
|---|---|
| Intrinsic value: | 0.58 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.19 |
| Parity: | 0.58 |
| Time value: | 0.16 |
| Break-even: | 49.40 |
| Moneyness: | 1.14 |
| Premium: | 0.03 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.04 |
| Spread %: | 5.71% |
| Delta: | 0.81 |
| Theta: | -0.01 |
| Omega: | 5.24 |
| Rho: | 0.12 |
Quote data
| Open: | 0.7000 |
|---|---|
| High: | 0.7700 |
| Low: | 0.7000 |
| Previous Close: | 0.7200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +18.46% | ||
|---|---|---|---|
| 1 Month | +57.14% | ||
| 3 Months | +102.63% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7200 | 0.6500 |
|---|---|---|
| 1M High / 1M Low: | 0.7200 | 0.5600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6400 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 74.39% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
