UC WAR. CALL 12/24 RAA/ DE000HC7L4L4 /
| 2024-07-25 9:46:27 PM | Chg.-0.0500 | Bid9:49:42 PM | Ask9:49:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1300EUR | -4.24% | - Bid Size: 4,000 |
- Ask Size: 4,000 |
RATIONAL AG | 700.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7L4L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | RATIONAL AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 700.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-22 |
| Last trading day: | 2024-12-17 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.07 |
|---|---|
| Intrinsic value: | 0.81 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.26 |
| Parity: | 0.81 |
| Time value: | 0.39 |
| Break-even: | 819.00 |
| Moneyness: | 1.12 |
| Premium: | 0.05 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.07 |
| Spread %: | 6.25% |
| Delta: | 0.75 |
| Theta: | -0.23 |
| Omega: | 4.92 |
| Rho: | 1.87 |
Quote data
| Open: | 1.1600 |
|---|---|
| High: | 1.1600 |
| Low: | 1.0900 |
| Previous Close: | 1.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.04% | ||
|---|---|---|---|
| 1 Month | -30.67% | ||
| 3 Months | -22.60% | ||
| YTD | +21.51% | ||
| 1 Year | +13.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2900 | 1.1300 |
|---|---|---|
| 1M High / 1M Low: | 1.6500 | 1.0300 |
| 6M High / 6M Low: | 1.6500 | 0.9100 |
| High (YTD): | 2024-06-27 | 1.6500 |
| Low (YTD): | 2024-01-05 | 0.6500 |
| 52W High: | 2024-06-27 | 1.6500 |
| 52W Low: | 2023-10-27 | 0.2700 |
| Avg. price 1W: | 1.2120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1986 | |
| Avg. volume 1M: | 2.2727 | |
| Avg. price 6M: | 1.3082 | |
| Avg. volume 6M: | .3937 | |
| Avg. price 1Y: | 1.0186 | |
| Avg. volume 1Y: | 2.1641 | |
| Volatility 1M: | 125.95% | |
| Volatility 6M: | 104.21% | |
| Volatility 1Y: | 119.05% | |
| Volatility 3Y: | - |
