UniCredit Call 40 EBA 15.01.2025
/ DE000HC545S6
UniCredit Call 40 EBA 15.01.2025/ DE000HC545S6 /
| 2024-07-29 8:55:30 AM |
Chg.+0.02 |
Bid10:31:02 AM |
Ask10:31:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
+1.45% |
1.41
Bid Size: 15,000 |
1.43
Ask Size: 15,000 |
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: |
1.40 |
| High: |
1.40 |
| Low: |
1.40 |
| Previous Close: |
1.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.71% |
| 1 Month |
|
|
+0.72% |
| 3 Months |
|
|
+2.94% |
| YTD |
|
|
+97.18% |
| 1 Year |
|
|
+50.54% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
1.33 |
| 1M High / 1M Low: |
1.48 |
1.26 |
| 6M High / 6M Low: |
1.51 |
0.54 |
| High (YTD): |
2024-06-19 |
1.51 |
| Low (YTD): |
2024-01-17 |
0.52 |
| 52W High: |
2024-06-19 |
1.51 |
| 52W Low: |
2023-11-13 |
0.48 |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.94 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
57.32% |
| Volatility 6M: |
|
87.97% |
| Volatility 1Y: |
|
87.35% |
| Volatility 3Y: |
|
- |
