UC WAR. CALL 09/24 RAW/ DE000HD6J874 /
| 2024-08-01 5:45:36 PM | Chg.-0.1600 | Bid6:38:44 PM | Ask6:38:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0900EUR | -12.80% | 1.0300 Bid Size: 4,000 |
1.0800 Ask Size: 4,000 |
RAIFFEISEN BK INTL I... | 17.50 - | 2024-09-18 | Call |
Master data
| WKN: | HD6J87 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | RAIFFEISEN BK INTL INH. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 17.50 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-06-24 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.06 |
|---|---|
| Intrinsic value: | 0.51 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.28 |
| Parity: | 0.51 |
| Time value: | 0.79 |
| Break-even: | 18.80 |
| Moneyness: | 1.03 |
| Premium: | 0.04 |
| Premium p.a.: | 0.39 |
| Spread abs.: | 0.11 |
| Spread %: | 9.24% |
| Delta: | 0.62 |
| Theta: | -0.01 |
| Omega: | 8.62 |
| Rho: | 0.01 |
Quote data
| Open: | 1.3400 |
|---|---|
| High: | 1.5800 |
| Low: | 1.0900 |
| Previous Close: | 1.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.86% | ||
|---|---|---|---|
| 1 Month | +39.74% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3900 | 1.0000 |
|---|---|---|
| 1M High / 1M Low: | 1.3900 | 0.7800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0752 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 169.88% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
