UniCredit Call 45 EBO 18.12.2024/  DE000HC7TY81  /

EUWAX
2024-07-29  8:58:52 PM Chg.+0.11 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
4.90EUR +2.30% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 45.00 - 2024-12-18 Call
 

Master data

WKN: HC7TY8
Issuer: UniCredit
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2024-12-18
Issue date: 2023-06-30
Last trading day: 2024-12-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.36
Leverage: Yes

Calculated values

Fair value: 4.26
Intrinsic value: 2.75
Implied volatility: 0.27
Historic volatility: 0.19
Parity: 2.75
Time value: 2.35
Break-even: 50.10
Moneyness: 1.06
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.36
Spread %: 7.59%
Delta: 0.70
Theta: -0.01
Omega: 6.53
Rho: 0.11
 

Quote data

Open: 4.94
High: 4.97
Low: 4.90
Previous Close: 4.79
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.61%
1 Month  
+52.65%
3 Months  
+118.75%
YTD  
+265.67%
1 Year  
+96.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.79 4.21
1M High / 1M Low: 4.79 3.70
6M High / 6M Low: 4.79 0.75
High (YTD): 2024-07-26 4.79
Low (YTD): 2024-03-05 0.75
52W High: 2024-07-26 4.79
52W Low: 2023-10-23 0.68
Avg. price 1W:   4.50
Avg. volume 1W:   0.00
Avg. price 1M:   4.26
Avg. volume 1M:   0.00
Avg. price 6M:   2.50
Avg. volume 6M:   0.00
Avg. price 1Y:   1.91
Avg. volume 1Y:   0.00
Volatility 1M:   112.15%
Volatility 6M:   147.73%
Volatility 1Y:   137.56%
Volatility 3Y:   -