UC WAR. CALL 09/24 EBO/ DE000HD0NQX8 /
| 2024-04-26 9:46:04 PM | Chg.-0.2800 | Bid2024-04-26 | Ask2024-04-26 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0600EUR | -8.38% | 2.9600 Bid Size: 2,000 |
3.1500 Ask Size: 2,000 |
ERSTE GROUP BNK INH.... | 42.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD0NQX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ERSTE GROUP BNK INH. O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 42.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-11-13 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.55 |
|---|---|
| Intrinsic value: | 1.97 |
| Implied volatility: | 0.14 |
| Historic volatility: | 0.19 |
| Parity: | 1.97 |
| Time value: | 1.18 |
| Break-even: | 45.15 |
| Moneyness: | 1.05 |
| Premium: | 0.03 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.19 |
| Spread %: | 6.42% |
| Delta: | 0.77 |
| Theta: | -0.01 |
| Omega: | 10.73 |
| Rho: | 0.12 |
Quote data
| Open: | 3.3400 |
|---|---|
| High: | 3.4600 |
| Low: | 3.0600 |
| Previous Close: | 3.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +29.11% | ||
|---|---|---|---|
| 1 Month | +86.59% | ||
| 3 Months | +22.40% | ||
| YTD | +102.65% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 3.3400 | 2.7000 |
|---|---|---|
| 1M High / 1M Low: | 3.3400 | 1.6400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-04-25 | 3.3400 |
| Low (YTD): | 2024-03-04 | 0.8100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.1160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3319 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 150.30% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
