UniCredit Call 45 EBO 18.09.2024
/ DE000HC9XPC5
UniCredit Call 45 EBO 18.09.2024/ DE000HC9XPC5 /
| 03/07/2024 13:30:51 |
Chg.+0.480 |
Bid14:23:28 |
Ask14:23:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.900EUR |
+19.83% |
3.110
Bid Size: 4,000 |
3.180
Ask Size: 4,000 |
ERSTE GROUP BNK INH.... |
45.00 - |
18/09/2024 |
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: |
18/09/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
0.15 |
| Time value: |
2.55 |
| Break-even: |
47.70 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.34 |
| Spread %: |
14.41% |
| Delta: |
0.56 |
| Theta: |
-0.02 |
| Omega: |
9.35 |
| Rho: |
0.05 |
Quote data
| Open: |
2.550 |
| High: |
2.900 |
| Low: |
2.550 |
| Previous Close: |
2.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.26% |
| 1 Month |
|
|
+12.40% |
| 3 Months |
|
|
+181.55% |
| YTD |
|
|
+208.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.490 |
1.880 |
| 1M High / 1M Low: |
2.650 |
1.300 |
| 6M High / 6M Low: |
2.720 |
0.340 |
| High (YTD): |
17/05/2024 |
2.720 |
| Low (YTD): |
04/03/2024 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.031 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.397 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.18% |
| Volatility 6M: |
|
211.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
