UniCredit Call 50 EBO 18.09.2024
/ DE000HD53TS5
UniCredit Call 50 EBO 18.09.2024/ DE000HD53TS5 /
2024-07-25 9:46:47 AM |
Chg.-0.003 |
Bid11:13:32 AM |
Ask11:13:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.068EUR |
-4.23% |
0.070 Bid Size: 90,000 |
0.077 Ask Size: 90,000 |
ERSTE GROUP BNK INH.... |
50.00 - |
2024-09-18 |
Call |
Master data
WKN: |
HD53TS |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 - |
Maturity: |
2024-09-18 |
Issue date: |
2024-04-29 |
Last trading day: |
2024-09-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
48.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
-0.30 |
Time value: |
0.10 |
Break-even: |
50.97 |
Moneyness: |
0.94 |
Premium: |
0.08 |
Premium p.a.: |
0.71 |
Spread abs.: |
0.04 |
Spread %: |
56.45% |
Delta: |
0.32 |
Theta: |
-0.02 |
Omega: |
15.35 |
Rho: |
0.02 |
Quote data
Open: |
0.068 |
High: |
0.068 |
Low: |
0.068 |
Previous Close: |
0.071 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.86% |
1 Month |
|
|
+65.85% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.090 |
0.050 |
1M High / 1M Low: |
0.100 |
0.041 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.074 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.074 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
427.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |