UC WAR. CALL 09/24 EBO/ DE000HC9XPC5 /
| 2024-04-26 9:46:42 PM | Chg.-0.0900 | Bid2024-04-26 | Ask2024-04-26 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6500EUR | -5.17% | 1.5200 Bid Size: 2,000 |
1.7100 Ask Size: 2,000 |
ERSTE GROUP BNK INH.... | 45.00 EUR | 2024-09-18 | Call |
Master data
| WKN: | HC9XPC |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ERSTE GROUP BNK INH. O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 25.71 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.88 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.19 |
| Parity: | -1.03 |
| Time value: | 1.71 |
| Break-even: | 46.71 |
| Moneyness: | 0.98 |
| Premium: | 0.06 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.19 |
| Spread %: | 12.50% |
| Delta: | 0.49 |
| Theta: | -0.01 |
| Omega: | 12.64 |
| Rho: | 0.08 |
Quote data
| Open: | 1.7400 |
|---|---|
| High: | 1.8400 |
| Low: | 1.6500 |
| Previous Close: | 1.7400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +41.03% | ||
|---|---|---|---|
| 1 Month | +101.22% | ||
| 3 Months | 0.00% | ||
| YTD | +71.88% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.7400 | 1.3200 |
|---|---|---|
| 1M High / 1M Low: | 1.7400 | 0.7900 |
| 6M High / 6M Low: | 1.7400 | 0.4600 |
| High (YTD): | 2024-04-25 | 1.7400 |
| Low (YTD): | 2024-03-05 | 0.4600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1929 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0117 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 171.90% | |
| Volatility 6M: | 152.93% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
