UC WAR. CALL 09/24 EBO/ DE000HC9XPB7 /
2024-04-26 9:46:27 PM | Chg.-0.3500 | Bid2024-04-26 | Ask2024-04-26 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.5200EUR | -7.19% | 4.4300 Bid Size: 1,000 |
4.6200 Ask Size: 1,000 |
ERSTE GROUP BNK INH.... | 40.00 EUR | 2024-09-18 | Call |
Master data
WKN: | HC9XPB |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ERSTE GROUP BNK INH. O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 40.00 EUR |
Maturity: | 2024-09-18 |
Issue date: | 2023-10-17 |
Last trading day: | 2024-09-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 9.52 |
Leverage: | Yes |
Calculated values
Fair value: | 5.02 |
---|---|
Intrinsic value: | 3.97 |
Implied volatility: | 0.10 |
Historic volatility: | 0.19 |
Parity: | 3.97 |
Time value: | 0.65 |
Break-even: | 44.62 |
Moneyness: | 1.10 |
Premium: | 0.01 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.19 |
Spread %: | 4.29% |
Delta: | 0.96 |
Theta: | 0.00 |
Omega: | 9.14 |
Rho: | 0.15 |
Quote data
Open: | 4.8700 |
---|---|
High: | 4.9600 |
Low: | 4.5200 |
Previous Close: | 4.8700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +22.49% | ||
---|---|---|---|
1 Month | +66.18% | ||
3 Months | +37.39% | ||
YTD | +123.76% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 4.8700 | 4.1600 |
---|---|---|
1M High / 1M Low: | 4.8700 | 2.6900 |
6M High / 6M Low: | 4.8700 | 1.2700 |
High (YTD): | 2024-04-25 | 4.8700 |
Low (YTD): | 2024-03-04 | 1.2700 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.6260 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.5720 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.3880 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 135.64% | |
Volatility 6M: | 130.97% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |