UniCredit Call 45 EBO 18.12.2024
/ DE000HC7TY81
UniCredit Call 45 EBO 18.12.2024/ DE000HC7TY81 /
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: |
|
- |