UniCredit Call 42 EBO 19.03.2025
/ DE000HD4VTB3
UniCredit Call 42 EBO 19.03.2025/ DE000HD4VTB3 /
| 17/09/2024 13:32:15 |
Chg.0.000 |
Bid13:51:47 |
Ask13:51:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
0.00% |
0.770
Bid Size: 40,000 |
0.780
Ask Size: 40,000 |
ERSTE GROUP BNK INH.... |
42.00 - |
19/03/2025 |
Call |
Master data
| WKN: |
HD4VTB |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 - |
| Maturity: |
19/03/2025 |
| Issue date: |
22/04/2024 |
| Last trading day: |
18/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
0.57 |
| Time value: |
0.28 |
| Break-even: |
50.50 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.14 |
| Spread %: |
19.72% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
4.24 |
| Rho: |
0.14 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.750 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.70% |
| 1 Month |
|
|
+2.70% |
| 3 Months |
|
|
+49.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.710 |
| 1M High / 1M Low: |
0.940 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.754 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.810 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
