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UniCredit Call 45 EBO 18.12.2024/  DE000HC7TY81  /

Frankfurt Zert./HVB
2024-07-05  7:28:39 PM Chg.-0.160 Bid9:59:06 PM Ask9:59:06 PM Underlying Strike price Expiration date Option type
4.300EUR -3.59% 4.260
Bid Size: 1,000		 4.610
Ask Size: 1,000		 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: 10.03
Leverage: Yes

Calculated values

Fair value: 3.40
Intrinsic value: 1.22
Implied volatility: 0.29
Historic volatility: 0.19
Parity: 1.22
Time value: 3.39
Break-even: 49.61
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 0.17
Spread abs.: 0.35
Spread %: 8.22%
Delta: 0.62
Theta: -0.01
Omega: 6.26
Rho: 0.11
 

Quote data

Open: 4.570
High: 4.610
Low: 4.210
Previous Close: 4.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+32.31%
1 Month  
+11.69%
3 Months  
+148.55%
YTD  
+228.24%
1 Year  
+112.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.460 3.710
1M High / 1M Low: 4.460 2.350
6M High / 6M Low: 4.460 0.770
High (YTD): 2024-07-04 4.460
Low (YTD): 2024-03-05 0.770
52W High: 2024-07-04 4.460
52W Low: 2023-10-26 0.710
Avg. price 1W:   4.118
Avg. volume 1W:   0.000
Avg. price 1M:   3.331
Avg. volume 1M:   0.000
Avg. price 6M:   2.217
Avg. volume 6M:   0.000
Avg. price 1Y:   1.814
Avg. volume 1Y:   0.000
Volatility 1M:   174.54%
Volatility 6M:   143.70%
Volatility 1Y:   133.12%
Volatility 3Y:   -