UC WAR. CALL 12/24 EBO/ DE000HC7M9Z2 /
| 2024-04-30 9:46:12 PM | Chg.+0.0300 | Bid9:59:35 PM | Ask9:59:35 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.9700EUR | +0.61% | 4.6500 Bid Size: 1,000 |
5.0300 Ask Size: 1,000 |
ERSTE GROUP BNK INH.... | 40.00 EUR | 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 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.57 |
|---|---|
| Intrinsic value: | 3.87 |
| Implied volatility: | 0.12 |
| Historic volatility: | 0.18 |
| Parity: | 3.87 |
| Time value: | 1.16 |
| Break-even: | 45.03 |
| Moneyness: | 1.10 |
| Premium: | 0.03 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.38 |
| Spread %: | 8.17% |
| Delta: | 0.90 |
| Theta: | -0.01 |
| Omega: | 7.87 |
| Rho: | 0.22 |
Quote data
| Open: | 5.1100 |
|---|---|
| High: | 5.1100 |
| Low: | 4.5200 |
| Previous Close: | 4.9400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.40% | ||
|---|---|---|---|
| 1 Month | +35.05% | ||
| 3 Months | +30.79% | ||
| YTD | +96.44% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 5.3100 | 4.9400 |
|---|---|---|
| 1M High / 1M Low: | 5.3100 | 3.3300 |
| 6M High / 6M Low: | 5.3100 | 1.8200 |
| High (YTD): | 2024-04-25 | 5.3100 |
| Low (YTD): | 2024-03-04 | 1.8500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.0775 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.2319 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.9802 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 101.86% | |
| Volatility 6M: | 105.63% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
