UniCredit Call 40 EBO 18.12.2024
/ DE000HC7M9Z2
UniCredit Call 40 EBO 18.12.2024/ DE000HC7M9Z2 /
| 2024-08-29 9:12:37 AM |
Chg.- |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.38EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
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: |
2024-08-29 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.69 |
| Intrinsic value: |
8.33 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.20 |
| Parity: |
8.33 |
| Time value: |
1.55 |
| Break-even: |
49.88 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.61 |
| Spread %: |
6.58% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
4.04 |
| Rho: |
0.07 |
Quote data
| Open: |
9.38 |
| High: |
9.38 |
| Low: |
9.38 |
| Previous Close: |
9.39 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+11.27% |
| 3 Months |
|
|
+70.55% |
| YTD |
|
|
+272.22% |
| 1 Year |
|
|
+455.03% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
9.45 |
8.41 |
| 6M High / 6M Low: |
9.45 |
2.73 |
| High (YTD): |
2024-08-26 |
9.45 |
| Low (YTD): |
2024-03-05 |
1.76 |
| 52W High: |
2024-08-26 |
9.45 |
| 52W Low: |
2023-10-23 |
1.33 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
9.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.24 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
54.68% |
| Volatility 6M: |
|
113.42% |
| Volatility 1Y: |
|
112.08% |
| Volatility 3Y: |
|
- |
