UniCredit Call 46 EBO 18.09.2024
/ DE000HD5WHV1
UniCredit Call 46 EBO 18.09.2024/ DE000HD5WHV1 /
| 7/30/2024 4:34:53 PM |
Chg.+0.040 |
Bid5:35:06 PM |
Ask5:35:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+12.90% |
0.340
Bid Size: 12,000 |
0.360
Ask Size: 12,000 |
ERSTE GROUP BNK INH.... |
46.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD5WHV |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
5/27/2024 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
0.18 |
| Time value: |
0.15 |
| Break-even: |
49.30 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.04 |
| Spread %: |
13.79% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
9.74 |
| Rho: |
0.04 |
Quote data
| Open: |
0.320 |
| High: |
0.360 |
| Low: |
0.320 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.00% |
| 1 Month |
|
|
+118.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.250 |
| 1M High / 1M Low: |
0.310 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.247 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
