UC WAR. CALL 09/24 EBO/ DE000HC9XPC5 /
| 2024-05-10 9:46:26 PM | Chg.- | Bid9:59:14 PM | Ask9:59:14 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8800EUR | - | 1.8100 Bid Size: 2,000 |
2.1500 Ask Size: 2,000 |
ERSTE GROUP BNK INH.... | 45.00 EUR | 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 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 21.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.68 |
|---|---|
| Intrinsic value: | 0.70 |
| Implied volatility: | 0.13 |
| Historic volatility: | 0.18 |
| Parity: | 0.70 |
| Time value: | 1.45 |
| Break-even: | 47.15 |
| Moneyness: | 1.02 |
| Premium: | 0.03 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.34 |
| Spread %: | 18.78% |
| Delta: | 0.66 |
| Theta: | -0.01 |
| Omega: | 14.04 |
| Rho: | 0.10 |
Quote data
| Open: | 1.7600 |
|---|---|
| High: | 1.8800 |
| Low: | 1.7600 |
| Previous Close: | 1.7600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.63% | ||
|---|---|---|---|
| 1 Month | +69.37% | ||
| 3 Months | +33.33% | ||
| YTD | +95.83% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9400 | 1.6400 |
|---|---|---|
| 1M High / 1M Low: | 1.9400 | 0.7900 |
| 6M High / 6M Low: | 1.9400 | 0.4600 |
| High (YTD): | 2024-05-07 | 1.9400 |
| Low (YTD): | 2024-03-05 | 0.4600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4905 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0910 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 175.14% | |
| Volatility 6M: | 155.79% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
