UniCredit Call 45 EBO 18.09.2024
/ DE000HC9XPC5
UniCredit Call 45 EBO 18.09.2024/ DE000HC9XPC5 /
| 2024-05-16 8:47:00 PM |
Chg.0.00 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.93EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
20.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.18 |
| Parity: |
1.15 |
| Time value: |
1.09 |
| Break-even: |
47.24 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.35 |
| Spread %: |
18.52% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
15.11 |
| Rho: |
0.11 |
Quote data
| Open: |
1.95 |
| High: |
2.01 |
| Low: |
1.93 |
| Previous Close: |
1.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.92% |
| 1 Month |
|
|
+164.38% |
| 3 Months |
|
|
+103.16% |
| YTD |
|
|
+107.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.93 |
1.67 |
| 1M High / 1M Low: |
1.93 |
0.73 |
| 6M High / 6M Low: |
1.93 |
0.28 |
| High (YTD): |
2024-05-15 |
1.93 |
| Low (YTD): |
2024-03-14 |
0.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.92% |
| Volatility 6M: |
|
240.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
