UniCredit Call 45 EBO 18.09.2024
/ DE000HC9XPC5
UniCredit Call 45 EBO 18.09.2024/ DE000HC9XPC5 /
| 23/08/2024 20:57:03 |
Chg.+0.36 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.39EUR |
+11.88% |
-
Bid Size: - |
-
Ask Size: - |
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: |
12.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.53 |
| Intrinsic value: |
3.33 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
3.33 |
| Time value: |
0.41 |
| Break-even: |
48.74 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.36 |
| Spread %: |
10.65% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
10.94 |
| Rho: |
0.03 |
Quote data
| Open: |
3.34 |
| High: |
3.64 |
| Low: |
3.34 |
| Previous Close: |
3.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.07% |
| 1 Month |
|
|
-2.87% |
| 3 Months |
|
|
+40.08% |
| YTD |
|
|
+264.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.39 |
3.03 |
| 1M High / 1M Low: |
4.11 |
1.19 |
| 6M High / 6M Low: |
4.11 |
0.28 |
| High (YTD): |
30/07/2024 |
4.11 |
| Low (YTD): |
14/03/2024 |
0.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.27% |
| Volatility 6M: |
|
278.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
