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: |
|
- |
