UniCredit Call 45 EBO 18.12.2024
/ DE000HC7TY81
UniCredit Call 45 EBO 18.12.2024/ DE000HC7TY81 /
| 2024-07-29 3:39:29 PM |
Chg.+0.17 |
Bid5:30:01 PM |
Ask5:30:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.96EUR |
+3.55% |
-
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: |
4.96 |
| Low: |
4.94 |
| Previous Close: |
4.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.96% |
| 1 Month |
|
|
+54.52% |
| 3 Months |
|
|
+121.43% |
| YTD |
|
|
+270.15% |
| 1 Year |
|
|
+99.20% |
| 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: |
|
- |
