UC WAR. CALL 03/25 RAA/ DE000HD63QB6 /
| 10/4/2024 9:46:39 PM | Chg.-0.0400 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1800EUR | -3.28% | 1.1300 Bid Size: 6,000 |
1.4600 Ask Size: 6,000 |
RATIONAL AG | 850.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD63QB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | RATIONAL AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 850.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 6/4/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.06 |
|---|---|
| Intrinsic value: | 0.59 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.27 |
| Parity: | 0.59 |
| Time value: | 0.87 |
| Break-even: | 996.00 |
| Moneyness: | 1.07 |
| Premium: | 0.10 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.33 |
| Spread %: | 29.20% |
| Delta: | 0.66 |
| Theta: | -0.35 |
| Omega: | 4.13 |
| Rho: | 2.06 |
Quote data
| Open: | 1.1200 |
|---|---|
| High: | 1.1800 |
| Low: | 1.1200 |
| Previous Close: | 1.2200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.51% | ||
|---|---|---|---|
| 1 Month | +28.26% | ||
| 3 Months | +114.55% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2200 | 1.1000 |
|---|---|---|
| 1M High / 1M Low: | 1.2200 | 0.8900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0432 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 99.56% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
