UC WAR. CALL 09/24 EBO/ DE000HC9XPC5 /
| 2024-05-24 9:45:37 PM | Chg.- | Bid9:59:03 PM | Ask9:59:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.6300EUR | - | 2.3900 Bid Size: 2,000 |
2.7500 Ask Size: 2,000 |
ERSTE GROUP BNK INH.... | 45.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9XPC |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ERSTE GROUP BNK INH. O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 17.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.42 |
|---|---|
| Intrinsic value: | 2.13 |
| Implied volatility: | 0.08 |
| Historic volatility: | 0.17 |
| Parity: | 2.13 |
| Time value: | 0.62 |
| Break-even: | 47.75 |
| Moneyness: | 1.05 |
| Premium: | 0.01 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.36 |
| Spread %: | 15.06% |
| Delta: | 0.92 |
| Theta: | -0.01 |
| Omega: | 15.70 |
| Rho: | 0.13 |
Quote data
| Open: | 2.6800 |
|---|---|
| High: | 2.6800 |
| Low: | 2.2700 |
| Previous Close: | 2.6800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.23% | ||
|---|---|---|---|
| 1 Month | +59.39% | ||
| 3 Months | +198.86% | ||
| YTD | +173.96% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6900 | 2.6300 |
|---|---|---|
| 1M High / 1M Low: | 2.8400 | 1.4600 |
| 6M High / 6M Low: | 2.8400 | 0.4600 |
| High (YTD): | 2024-05-17 | 2.8400 |
| Low (YTD): | 2024-03-05 | 0.4600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.6580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0589 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2114 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 189.12% | |
| Volatility 6M: | 164.91% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
