UniCredit Call 45 EBO 18.12.2024
/ DE000HC7TY81
UniCredit Call 45 EBO 18.12.2024/ DE000HC7TY81 /
| 19/06/2024 19:28:57 |
Chg.+0.090 |
Bid21:59:03 |
Ask21:59:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.880EUR |
+3.23% |
2.830
Bid Size: 2,000 |
3.160
Ask Size: 2,000 |
ERSTE GROUP BNK INH.... |
45.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HC7TY8 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
30/06/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-1.58 |
| Time value: |
3.01 |
| Break-even: |
48.01 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.33 |
| Spread %: |
12.31% |
| Delta: |
0.50 |
| Theta: |
-0.01 |
| Omega: |
7.24 |
| Rho: |
0.09 |
Quote data
| Open: |
2.780 |
| High: |
3.010 |
| Low: |
2.780 |
| Previous Close: |
2.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-21.10% |
| 3 Months |
|
|
+152.63% |
| YTD |
|
|
+119.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.600 |
2.350 |
| 1M High / 1M Low: |
3.850 |
2.350 |
| 6M High / 6M Low: |
3.850 |
0.770 |
| High (YTD): |
06/06/2024 |
3.850 |
| Low (YTD): |
05/03/2024 |
0.770 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.872 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.417 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.010 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.27% |
| Volatility 6M: |
|
141.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
