UC WAR. CALL 12/24 EBO/ DE000HC7MA03 /
2024-09-24 9:46:11 PM | Chg.-0.0500 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.5100EUR | -3.21% | 1.2800 Bid Size: 3,000 |
1.6400 Ask Size: 3,000 |
ERSTE GROUP BNK INH.... | 50.00 - | 2024-12-18 | Call |
Master data
WKN: | HC7MA0 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ERSTE GROUP BNK INH. O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 50.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-23 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 29.26 |
Leverage: | Yes |
Calculated values
Fair value: | 1.07 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.26 |
Historic volatility: | 0.20 |
Parity: | -2.30 |
Time value: | 1.63 |
Break-even: | 51.63 |
Moneyness: | 0.95 |
Premium: | 0.08 |
Premium p.a.: | 0.40 |
Spread abs.: | 0.36 |
Spread %: | 28.35% |
Delta: | 0.40 |
Theta: | -0.02 |
Omega: | 11.80 |
Rho: | 0.04 |
Quote data
Open: | 1.3700 |
---|---|
High: | 1.5100 |
Low: | 1.3700 |
Previous Close: | 1.5600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -5.03% | ||
---|---|---|---|
1 Month | -34.63% | ||
3 Months | +12.69% | ||
YTD | +125.37% | ||
1 Year | +128.79% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.9700 | 1.5600 |
---|---|---|
1M High / 1M Low: | 2.9500 | 1.5600 |
6M High / 6M Low: | 2.9500 | 0.6300 |
High (YTD): | 2024-09-02 | 2.9500 |
Low (YTD): | 2024-03-05 | 0.2000 |
52W High: | 2024-09-02 | 2.9500 |
52W Low: | 2024-03-05 | 0.2000 |
Avg. price 1W: | 1.7320 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.0667 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.5966 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.1452 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 180.85% | |
Volatility 6M: | 184.34% | |
Volatility 1Y: | 195.84% | |
Volatility 3Y: | - |