UniCredit Call 42 EBO 19.03.2025
/ DE000HD4VTB3
UniCredit Call 42 EBO 19.03.2025/ DE000HD4VTB3 /
| 7/30/2024 8:41:44 PM |
Chg.- |
Bid9:20:44 AM |
Ask9:20:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
- |
0.860
Bid Size: 40,000 |
0.870
Ask Size: 40,000 |
ERSTE GROUP BNK INH.... |
42.00 - |
3/19/2025 |
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: |
3/19/2025 |
| Issue date: |
4/22/2024 |
| Last trading day: |
3/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
0.58 |
| Time value: |
0.26 |
| Break-even: |
50.40 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
5.00% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
4.43 |
| Rho: |
0.18 |
Quote data
| Open: |
0.830 |
| High: |
0.860 |
| Low: |
0.830 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.44% |
| 1 Month |
|
|
+46.55% |
| 3 Months |
|
|
+93.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.730 |
| 1M High / 1M Low: |
0.850 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.794 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.730 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
