UC WAR. CALL 06/25 EBO/ DE000HD1ECZ0 /
| 2024-06-21 9:45:09 PM | Chg.-0.0600 | Bid9:59:22 PM | Ask9:59:22 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6800EUR | -8.11% | 0.6700 Bid Size: 6,000 |
0.7000 Ask Size: 6,000 |
ERSTE GROUP BNK INH.... | 40.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1ECZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ERSTE GROUP BNK INH. O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.61 |
|---|---|
| Intrinsic value: | 0.34 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.19 |
| Parity: | 0.34 |
| Time value: | 0.36 |
| Break-even: | 47.00 |
| Moneyness: | 1.09 |
| Premium: | 0.08 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.03 |
| Spread %: | 4.48% |
| Delta: | 0.72 |
| Theta: | -0.01 |
| Omega: | 4.47 |
| Rho: | 0.24 |
Quote data
| Open: | 0.7400 |
|---|---|
| High: | 0.7400 |
| Low: | 0.6800 |
| Previous Close: | 0.7400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.48% | ||
|---|---|---|---|
| 1 Month | -17.07% | ||
| 3 Months | +58.14% | ||
| YTD | +94.29% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7400 | 0.6700 |
|---|---|---|
| 1M High / 1M Low: | 0.8300 | 0.6100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-17 | 0.8400 |
| Low (YTD): | 2024-03-05 | 0.3000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7635 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 99.84% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
