UC WAR. CALL 12/24 EBO/ DE000HC7M9Z2 /
| 2024-06-21 9:46:14 PM | Chg.-0.660 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.500EUR | -10.71% | 5.430 Bid Size: 1,000 |
5.760 Ask Size: 1,000 |
ERSTE GROUP BNK INH.... | 40.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7M9Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ERSTE GROUP BNK INH. O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.84 |
|---|---|
| Intrinsic value: | 3.41 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.19 |
| Parity: | 3.41 |
| Time value: | 2.35 |
| Break-even: | 45.76 |
| Moneyness: | 1.09 |
| Premium: | 0.05 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.33 |
| Spread %: | 6.08% |
| Delta: | 0.72 |
| Theta: | -0.01 |
| Omega: | 5.46 |
| Rho: | 0.13 |
Quote data
| Open: | 6.160 |
|---|---|
| High: | 6.160 |
| Low: | 5.500 |
| Previous Close: | 6.160 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.17% | ||
|---|---|---|---|
| 1 Month | -22.43% | ||
| 3 Months | +87.71% | ||
| YTD | +117.39% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.160 | 5.500 |
|---|---|---|
| 1M High / 1M Low: | 7.350 | 4.860 |
| 6M High / 6M Low: | 7.440 | 1.850 |
| High (YTD): | 2024-05-17 | 7.440 |
| Low (YTD): | 2024-03-04 | 1.850 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.714 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.428 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.146 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 130.26% | |
| Volatility 6M: | 113.62% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
