UniCredit Call 45 EBO 18.09.2024/  DE000HC9XPC5  /

Frankfurt Zert./HVB
29/07/2024  19:41:10 Chg.+0.200 Bid21:59:23 Ask21:59:23 Underlying Strike price Expiration date Option type
3.740EUR +5.65% 3.620
Bid Size: 1,000
3.980
Ask Size: 1,000
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: 12.37
Leverage: Yes

Calculated values

Fair value: 3.30
Intrinsic value: 2.75
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 2.75
Time value: 1.11
Break-even: 48.86
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.18
Spread abs.: 0.36
Spread %: 10.29%
Delta: 0.74
Theta: -0.02
Omega: 9.13
Rho: 0.04
 

Quote data

Open: 3.750
High: 3.780
Low: 3.610
Previous Close: 3.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+18.73%
1 Month  
+87.00%
3 Months  
+175.00%
YTD  
+297.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.740 3.080
1M High / 1M Low: 3.740 2.420
6M High / 6M Low: 3.740 0.340
High (YTD): 29/07/2024 3.740
Low (YTD): 04/03/2024 0.340
52W High: - -
52W Low: - -
Avg. price 1W:   3.402
Avg. volume 1W:   0.000
Avg. price 1M:   3.028
Avg. volume 1M:   0.000
Avg. price 6M:   1.667
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.12%
Volatility 6M:   215.30%
Volatility 1Y:   -
Volatility 3Y:   -