UC WAR. CALL 12/25 EBO/ DE000HD70A03 /
| 08/11/2024 21:46:30 | Chg.0.0000 | Bid21:59:07 | Ask21:59:07 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4800EUR | 0.00% | 0.4700 Bid Size: 8,000 |
0.5100 Ask Size: 8,000 |
ERSTE GROUP BNK INH.... | 55.00 EUR | 17/12/2025 | Call |
Master data
| WKN: | HD70A0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ERSTE GROUP BNK INH. O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 EUR |
| Maturity: | 17/12/2025 |
| Issue date: | 08/07/2024 |
| Last trading day: | 16/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.49 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.47 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.20 |
| Parity: | -0.15 |
| Time value: | 0.51 |
| Break-even: | 60.10 |
| Moneyness: | 0.97 |
| Premium: | 0.12 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.04 |
| Spread %: | 8.51% |
| Delta: | 0.56 |
| Theta: | -0.01 |
| Omega: | 5.84 |
| Rho: | 0.27 |
Quote data
| Open: | 0.4600 |
|---|---|
| High: | 0.4800 |
| Low: | 0.4600 |
| Previous Close: | 0.4800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +23.08% | ||
|---|---|---|---|
| 1 Month | +54.84% | ||
| 3 Months | +77.78% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4800 | 0.4200 |
|---|---|---|
| 1M High / 1M Low: | 0.4800 | 0.3000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3639 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 125.04% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
