UniCredit Call 40 EBA 15.01.2025
/ DE000HC545S6
UniCredit Call 40 EBA 15.01.2025/ DE000HC545S6 /
2024-07-29 8:16:26 AM |
Chg.0.000 |
Bid9:30:04 AM |
Ask9:30:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.400EUR |
0.00% |
1.400 Bid Size: 12,000 |
1.420 Ask Size: 12,000 |
EBAY INC. DL... |
40.00 - |
2025-01-15 |
Call |
Master data
WKN: |
HC545S |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 - |
Maturity: |
2025-01-15 |
Issue date: |
2023-03-17 |
Last trading day: |
2025-01-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.07 |
Intrinsic value: |
0.99 |
Implied volatility: |
0.64 |
Historic volatility: |
0.22 |
Parity: |
0.99 |
Time value: |
0.42 |
Break-even: |
54.10 |
Moneyness: |
1.25 |
Premium: |
0.08 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.01 |
Spread %: |
0.71% |
Delta: |
0.78 |
Theta: |
-0.02 |
Omega: |
2.75 |
Rho: |
0.12 |
Quote data
Open: |
1.400 |
High: |
1.400 |
Low: |
1.400 |
Previous Close: |
1.400 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+0.72% |
3 Months |
|
|
+3.70% |
YTD |
|
|
+100.00% |
1 Year |
|
|
+52.17% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.400 |
1.320 |
1M High / 1M Low: |
1.480 |
1.260 |
6M High / 6M Low: |
1.530 |
0.540 |
High (YTD): |
2024-06-19 |
1.530 |
Low (YTD): |
2024-01-16 |
0.510 |
52W High: |
2024-06-19 |
1.530 |
52W Low: |
2023-11-13 |
0.480 |
Avg. price 1W: |
|
1.378 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.355 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.172 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.943 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
56.25% |
Volatility 6M: |
|
86.36% |
Volatility 1Y: |
|
87.24% |
Volatility 3Y: |
|
- |