UniCredit Call 45 EBO 18.12.2024
/ DE000HC7TY81
UniCredit Call 45 EBO 18.12.2024/ DE000HC7TY81 /
| 7/5/2024 8:11:46 PM |
Chg.-0.14 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.29EUR |
-3.16% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
45.00 - |
12/18/2024 |
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: |
12/18/2024 |
| Issue date: |
6/30/2023 |
| Last trading day: |
12/17/2024 |
| 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: |
4.24 |
| High: |
4.29 |
| Low: |
4.24 |
| Previous Close: |
4.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.64% |
| 1 Month |
|
|
+16.89% |
| 3 Months |
|
|
+146.55% |
| YTD |
|
|
+220.15% |
| 1 Year |
|
|
+109.27% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.43 |
3.72 |
| 1M High / 1M Low: |
4.43 |
2.31 |
| 6M High / 6M Low: |
4.43 |
0.75 |
| High (YTD): |
7/4/2024 |
4.43 |
| Low (YTD): |
3/5/2024 |
0.75 |
| 52W High: |
7/4/2024 |
4.43 |
| 52W Low: |
10/23/2023 |
0.68 |
| Avg. price 1W: |
|
4.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.79 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
179.62% |
| Volatility 6M: |
|
146.10% |
| Volatility 1Y: |
|
136.31% |
| Volatility 3Y: |
|
- |
