UniCredit Call 40 EBO 18.06.2025
/ DE000HD1ECZ0
UniCredit Call 40 EBO 18.06.2025/ DE000HD1ECZ0 /
9/6/2024 7:38:54 PM |
Chg.-0.060 |
Bid8:07:10 PM |
Ask8:07:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
-5.83% |
0.960 Bid Size: 6,000 |
0.980 Ask Size: 6,000 |
ERSTE GROUP BNK INH.... |
40.00 - |
6/18/2025 |
Call |
Master data
WKN: |
HD1ECZ |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 - |
Maturity: |
6/18/2025 |
Issue date: |
12/27/2023 |
Last trading day: |
6/17/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.00 |
Intrinsic value: |
0.85 |
Implied volatility: |
0.27 |
Historic volatility: |
0.20 |
Parity: |
0.85 |
Time value: |
0.21 |
Break-even: |
50.60 |
Moneyness: |
1.21 |
Premium: |
0.04 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.04 |
Spread %: |
3.92% |
Delta: |
0.85 |
Theta: |
-0.01 |
Omega: |
3.89 |
Rho: |
0.24 |
Quote data
Open: |
0.980 |
High: |
1.050 |
Low: |
0.970 |
Previous Close: |
1.030 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-13.39% |
1 Month |
|
|
+32.88% |
3 Months |
|
|
+18.29% |
YTD |
|
|
+177.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.160 |
1.030 |
1M High / 1M Low: |
1.160 |
0.730 |
6M High / 6M Low: |
1.160 |
0.310 |
High (YTD): |
9/2/2024 |
1.160 |
Low (YTD): |
2/29/2024 |
0.290 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.076 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.975 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.731 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
69.54% |
Volatility 6M: |
|
85.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |