UniCredit Call 45 EBO 18.09.2024
/ DE000HC9XPC5
UniCredit Call 45 EBO 18.09.2024/ DE000HC9XPC5 /
2024-07-05 7:28:14 PM |
Chg.-0.110 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.060EUR |
-3.47% |
3.020 Bid Size: 1,000 |
3.370 Ask Size: 1,000 |
ERSTE GROUP BNK INH.... |
45.00 - |
2024-09-18 |
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: |
2024-09-18 |
Issue date: |
2023-10-17 |
Last trading day: |
2024-09-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
13.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.44 |
Intrinsic value: |
1.22 |
Implied volatility: |
0.31 |
Historic volatility: |
0.19 |
Parity: |
1.22 |
Time value: |
2.15 |
Break-even: |
48.37 |
Moneyness: |
1.03 |
Premium: |
0.05 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.35 |
Spread %: |
11.59% |
Delta: |
0.62 |
Theta: |
-0.02 |
Omega: |
8.55 |
Rho: |
0.05 |
Quote data
Open: |
3.290 |
High: |
3.290 |
Low: |
2.950 |
Previous Close: |
3.170 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+53.00% |
1 Month |
|
|
+23.89% |
3 Months |
|
|
+185.98% |
YTD |
|
|
+225.53% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.170 |
2.420 |
1M High / 1M Low: |
3.170 |
1.300 |
6M High / 6M Low: |
3.170 |
0.340 |
High (YTD): |
2024-07-04 |
3.170 |
Low (YTD): |
2024-03-04 |
0.340 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.840 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.110 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.447 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
254.85% |
Volatility 6M: |
|
212.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |