UC WAR. CALL 06/25 EBO/ DE000HD1ED04 /
2024-09-24 5:46:30 PM | Chg.-0.0100 | Bid6:58:38 PM | Ask6:58:38 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5900EUR | -1.67% | 0.5800 Bid Size: 15,000 |
0.6000 Ask Size: 15,000 |
ERSTE GROUP BNK INH.... | 45.00 - | 2025-06-18 | Call |
Master data
WKN: | HD1ED0 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ERSTE GROUP BNK INH. O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 45.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2023-12-27 |
Last trading day: | 2025-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.82 |
Leverage: | Yes |
Calculated values
Fair value: | 0.54 |
---|---|
Intrinsic value: | 0.27 |
Implied volatility: | 0.25 |
Historic volatility: | 0.20 |
Parity: | 0.27 |
Time value: | 0.34 |
Break-even: | 51.10 |
Moneyness: | 1.06 |
Premium: | 0.07 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.04 |
Spread %: | 7.02% |
Delta: | 0.69 |
Theta: | -0.01 |
Omega: | 5.39 |
Rho: | 0.20 |
Quote data
Open: | 0.5900 |
---|---|
High: | 0.6000 |
Low: | 0.5900 |
Previous Close: | 0.6000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -13.24% | ||
3 Months | +31.11% | ||
YTD | +145.83% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6700 | 0.5900 |
---|---|---|
1M High / 1M Low: | 0.7900 | 0.5800 |
6M High / 6M Low: | 0.7900 | 0.2700 |
High (YTD): | 2024-09-02 | 0.7900 |
Low (YTD): | 2024-02-29 | 0.1800 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.6240 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.6624 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.5180 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 96.46% | |
Volatility 6M: | 103.66% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |