UniCredit Call 45 EBO 18.12.2024/  DE000HC7TY81  /

EUWAX
30/07/2024  20:58:45 Chg.+0.35 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
5.25EUR +7.14% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 45.00 - 18/12/2024 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: 18/12/2024
Issue date: 30/06/2023
Last trading day: 17/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.22
Leverage: Yes

Calculated values

Fair value: 4.31
Intrinsic value: 2.83
Implied volatility: 0.28
Historic volatility: 0.19
Parity: 2.83
Time value: 2.36
Break-even: 50.19
Moneyness: 1.06
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.36
Spread %: 7.45%
Delta: 0.70
Theta: -0.01
Omega: 6.44
Rho: 0.11
 

Quote data

Open: 5.30
High: 5.45
Low: 5.25
Previous Close: 4.90
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.78%
1 Month  
+63.55%
3 Months  
+139.73%
YTD  
+291.79%
1 Year  
+110.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.90 4.21
1M High / 1M Low: 4.90 3.70
6M High / 6M Low: 4.90 0.75
High (YTD): 29/07/2024 4.90
Low (YTD): 05/03/2024 0.75
52W High: 29/07/2024 4.90
52W Low: 23/10/2023 0.68
Avg. price 1W:   4.59
Avg. volume 1W:   0.00
Avg. price 1M:   4.29
Avg. volume 1M:   0.00
Avg. price 6M:   2.52
Avg. volume 6M:   0.00
Avg. price 1Y:   1.92
Avg. volume 1Y:   0.00
Volatility 1M:   109.19%
Volatility 6M:   147.72%
Volatility 1Y:   137.30%
Volatility 3Y:   -