UC WAR. CALL 09/24 RAW/ DE000HC9XRN8 /
| 7/17/2024 1:46:53 PM | Chg.+0.1100 | Bid1:56:34 PM | Ask1:56:34 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8800EUR | +14.29% | 0.8400 Bid Size: 20,000 |
0.8600 Ask Size: 20,000 |
RAIFFEISEN BK INTL I... | 18.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9XRN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | RAIFFEISEN BK INTL INH. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 18.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/17/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 20.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.55 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.28 |
| Parity: | -0.72 |
| Time value: | 0.86 |
| Break-even: | 18.86 |
| Moneyness: | 0.96 |
| Premium: | 0.09 |
| Premium p.a.: | 0.66 |
| Spread abs.: | 0.10 |
| Spread %: | 13.16% |
| Delta: | 0.45 |
| Theta: | -0.01 |
| Omega: | 8.99 |
| Rho: | 0.01 |
Quote data
| Open: | 0.7700 |
|---|---|
| High: | 0.8800 |
| Low: | 0.7700 |
| Previous Close: | 0.7700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +17.33% | ||
|---|---|---|---|
| 1 Month | +44.26% | ||
| 3 Months | -45.00% | ||
| YTD | -61.90% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8500 | 0.7500 |
|---|---|---|
| 1M High / 1M Low: | 0.9500 | 0.5800 |
| 6M High / 6M Low: | 3.1800 | 0.5300 |
| High (YTD): | 2/22/2024 | 3.1800 |
| Low (YTD): | 6/14/2024 | 0.5300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7432 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6999 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 187.76% | |
| Volatility 6M: | 158.61% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
