UC WAR. CALL 12/24 EBO/ DE000HD3B811 /
| 2024-09-19 11:46:16 AM | Chg.- | Bid1:13:41 PM | Ask2024-09-19 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7300EUR | - | 0.7300 Bid Size: 35,000 |
- Ask Size: 40,000 |
ERSTE GROUP BNK INH.... | 42.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD3B81 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ERSTE GROUP BNK INH. O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 42.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-03-04 |
| Last trading day: | 2024-09-19 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.62 |
|---|---|
| Intrinsic value: | 0.57 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.20 |
| Parity: | 0.57 |
| Time value: | 0.17 |
| Break-even: | 49.40 |
| Moneyness: | 1.14 |
| Premium: | 0.04 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.04 |
| Spread %: | 5.71% |
| Delta: | 0.78 |
| Theta: | -0.02 |
| Omega: | 5.02 |
| Rho: | 0.07 |
Quote data
| Open: | 0.6700 |
|---|---|
| High: | 0.7300 |
| Low: | 0.6700 |
| Previous Close: | 0.6600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.06% | ||
|---|---|---|---|
| 1 Month | -1.35% | ||
| 3 Months | +55.32% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7300 | 0.6400 |
|---|---|---|
| 1M High / 1M Low: | 0.8900 | 0.6300 |
| 6M High / 6M Low: | 0.8900 | 0.2100 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6767 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7316 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5362 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 105.28% | |
| Volatility 6M: | 119.82% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
