OverviewChartNewsTraderScreen

UniCredit Call 45 EBO 18.12.2024/  DE000HC7TY81  /

EUWAX
05/09/2024  21:13:39 Chg.+0.15 Bid21:59:58 Ask21:59:58 Underlying Strike price Expiration date Option type
4.99EUR +3.10% 4.90
Bid Size: 1,000		 5.26
Ask Size: 1,000		 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: 9.39
Leverage: Yes

Calculated values

Fair value: 4.46
Intrinsic value: 3.38
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 3.38
Time value: 1.77
Break-even: 50.15
Moneyness: 1.08
Premium: 0.04
Premium p.a.: 0.13
Spread abs.: 0.36
Spread %: 7.52%
Delta: 0.73
Theta: -0.01
Omega: 6.87
Rho: 0.09
 

Quote data

Open: 5.12
High: 5.13
Low: 4.87
Previous Close: 4.84
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.55%
1 Month  
+91.92%
3 Months  
+30.63%
YTD  
+272.39%
1 Year  
+272.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.00 4.84
1M High / 1M Low: 6.00 2.60
6M High / 6M Low: 6.00 0.78
High (YTD): 02/09/2024 6.00
Low (YTD): 05/03/2024 0.75
52W High: 02/09/2024 6.00
52W Low: 23/10/2023 0.68
Avg. price 1W:   5.32
Avg. volume 1W:   0.00
Avg. price 1M:   4.55
Avg. volume 1M:   0.00
Avg. price 6M:   3.14
Avg. volume 6M:   0.00
Avg. price 1Y:   2.21
Avg. volume 1Y:   0.00
Volatility 1M:   127.34%
Volatility 6M:   150.74%
Volatility 1Y:   145.14%
Volatility 3Y:   -