UniCredit Call 45 EBO 18.09.2024
/ DE000HC9XPC5
UniCredit Call 45 EBO 18.09.2024/ DE000HC9XPC5 /
8/14/2024 7:41:35 PM |
Chg.+0.510 |
Bid9:59:06 PM |
Ask9:59:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.690EUR |
+23.39% |
2.650 Bid Size: 2,000 |
3.000 Ask Size: 2,000 |
ERSTE GROUP BNK INH.... |
45.00 - |
9/18/2024 |
Call |
Master data
WKN: |
HC9XPC |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 - |
Maturity: |
9/18/2024 |
Issue date: |
10/17/2023 |
Last trading day: |
9/17/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
18.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.85 |
Intrinsic value: |
1.08 |
Implied volatility: |
0.32 |
Historic volatility: |
0.20 |
Parity: |
1.08 |
Time value: |
1.41 |
Break-even: |
47.49 |
Moneyness: |
1.02 |
Premium: |
0.03 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.35 |
Spread %: |
16.36% |
Delta: |
0.63 |
Theta: |
-0.03 |
Omega: |
11.60 |
Rho: |
0.03 |
Quote data
Open: |
2.370 |
High: |
2.710 |
Low: |
2.370 |
Previous Close: |
2.180 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+15.45% |
1 Month |
|
|
-12.09% |
3 Months |
|
|
+52.84% |
YTD |
|
|
+186.17% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.330 |
2.180 |
1M High / 1M Low: |
4.090 |
0.960 |
6M High / 6M Low: |
4.090 |
0.340 |
High (YTD): |
7/30/2024 |
4.090 |
Low (YTD): |
3/4/2024 |
0.340 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.244 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.773 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.752 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
411.09% |
Volatility 6M: |
|
264.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |