UniCredit Call 45 EBO 19.03.2025
/ DE000HD43EJ7
UniCredit Call 45 EBO 19.03.2025/ DE000HD43EJ7 /
| 10/7/2024 2:42:40 PM |
Chg.+0.010 |
Bid3:54:57 PM |
Ask3:54:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+1.69% |
0.600
Bid Size: 45,000 |
0.610
Ask Size: 45,000 |
ERSTE GROUP BNK INH.... |
45.00 - |
3/19/2025 |
Call |
Master data
| WKN: |
HD43EJ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
3/19/2025 |
| Issue date: |
3/25/2024 |
| Last trading day: |
3/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
0.36 |
| Time value: |
0.32 |
| Break-even: |
51.80 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.15 |
| Spread %: |
28.30% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
4.95 |
| Rho: |
0.12 |
Quote data
| Open: |
0.580 |
| High: |
0.600 |
| Low: |
0.580 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
+9.09% |
| 3 Months |
|
|
+11.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.570 |
| 1M High / 1M Low: |
0.640 |
0.510 |
| 6M High / 6M Low: |
0.710 |
0.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.568 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.472 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.91% |
| Volatility 6M: |
|
120.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
