UC WAR. CALL 09/24 RAW/ DE000HC9XRM0 /
| 2024-07-31 9:45:17 PM | Chg.-0.1600 | Bid9:59:10 PM | Ask9:59:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.3400EUR | -6.40% | 2.2700 Bid Size: 2,000 |
2.3800 Ask Size: 2,000 |
RAIFFEISEN BK INTL I... | 16.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9XRM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | RAIFFEISEN BK INTL INH. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.44 |
|---|---|
| Intrinsic value: | 2.29 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.28 |
| Parity: | 2.29 |
| Time value: | 0.23 |
| Break-even: | 18.52 |
| Moneyness: | 1.14 |
| Premium: | 0.01 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.11 |
| Spread %: | 4.56% |
| Delta: | 0.88 |
| Theta: | -0.01 |
| Omega: | 6.35 |
| Rho: | 0.02 |
Quote data
| Open: | 2.5500 |
|---|---|
| High: | 2.5500 |
| Low: | 2.1400 |
| Previous Close: | 2.5000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.71% | ||
|---|---|---|---|
| 1 Month | +69.57% | ||
| 3 Months | -14.91% | ||
| YTD | -32.37% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5000 | 1.9500 |
|---|---|---|
| 1M High / 1M Low: | 2.5000 | 1.4500 |
| 6M High / 6M Low: | 4.7500 | 1.2400 |
| High (YTD): | 2024-02-22 | 4.7500 |
| Low (YTD): | 2024-06-14 | 1.2400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.0960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9714 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.6694 | |
| Avg. volume 6M: | .7874 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 135.84% | |
| Volatility 6M: | 134.19% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
