UC WAR. CALL 06/25 RAW/ DE000HD7FA75 /
| 2024-10-11 9:45:28 PM | Chg.+0.3100 | Bid9:59:10 PM | Ask9:59:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.5000EUR | +9.72% | 3.4600 Bid Size: 1,000 |
3.9000 Ask Size: 1,000 |
RAIFFEISEN BK INTL I... | 16.00 EUR | 2025-06-18 | Call |
Master data
| WKN: | HD7FA7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | RAIFFEISEN BK INTL INH. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 EUR |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-07-29 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.45 |
|---|---|
| Intrinsic value: | 2.49 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.30 |
| Parity: | 2.49 |
| Time value: | 1.41 |
| Break-even: | 19.90 |
| Moneyness: | 1.16 |
| Premium: | 0.08 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.44 |
| Spread %: | 12.72% |
| Delta: | 0.75 |
| Theta: | 0.00 |
| Omega: | 3.56 |
| Rho: | 0.07 |
Quote data
| Open: | 3.1800 |
|---|---|
| High: | 3.5300 |
| Low: | 3.1800 |
| Previous Close: | 3.1900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +23.24% | ||
|---|---|---|---|
| 1 Month | +34.62% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.5000 | 2.8600 |
|---|---|---|
| 1M High / 1M Low: | 3.5000 | 2.6000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.0680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.0029 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 85.03% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
