UniCredit Call 48 EBO 19.03.2025
/ DE000HD5WHX7
UniCredit Call 48 EBO 19.03.2025/ DE000HD5WHX7 /
| 11/11/2024 15:32:35 |
Chg.-0.030 |
Bid15:36:56 |
Ask15:36:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-4.35% |
0.680
Bid Size: 35,000 |
0.690
Ask Size: 35,000 |
ERSTE GROUP BNK INH.... |
48.00 - |
19/03/2025 |
Call |
Master data
| WKN: |
HD5WHX |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 - |
| Maturity: |
19/03/2025 |
| Issue date: |
27/05/2024 |
| Last trading day: |
18/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
0.55 |
| Time value: |
0.17 |
| Break-even: |
55.20 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
5.88% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
5.83 |
| Rho: |
0.12 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.660 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.86% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.590 |
| 1M High / 1M Low: |
0.690 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.635 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.482 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
