UniCredit Call 45 EBO 18.09.2024
/ DE000HC9XPC5
UniCredit Call 45 EBO 18.09.2024/ DE000HC9XPC5 /
| 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: |
|
- |
