UniCredit Call 45 EBO 18.09.2024
/ DE000HC9XPC5
UniCredit Call 45 EBO 18.09.2024/ DE000HC9XPC5 /
| 22/07/2024 19:31:07 |
Chg.+0.460 |
Bid21:59:08 |
Ask21:59:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.150EUR |
+17.10% |
2.670
Bid Size: 2,000 |
4.080
Ask Size: 2,000 |
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: |
13.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.52 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
1.63 |
| Time value: |
1.84 |
| Break-even: |
48.47 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.84 |
| Spread %: |
31.94% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
8.70 |
| Rho: |
0.04 |
Quote data
| Open: |
3.040 |
| High: |
3.240 |
| Low: |
2.950 |
| Previous Close: |
2.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.53% |
| 1 Month |
|
|
+96.88% |
| 3 Months |
|
|
+95.65% |
| YTD |
|
|
+235.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.370 |
2.690 |
| 1M High / 1M Low: |
3.370 |
1.750 |
| 6M High / 6M Low: |
3.370 |
0.340 |
| High (YTD): |
16/07/2024 |
3.370 |
| Low (YTD): |
04/03/2024 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.591 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.66% |
| Volatility 6M: |
|
215.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
