UC WAR. CALL 12/24 RAA/ DE000HC7L4M2 /
| 2024-07-25 9:45:47 PM | Chg.-0.0500 | Bid9:51:47 PM | Ask9:51:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5400EUR | -8.47% | - Bid Size: 8,000 |
- Ask Size: 8,000 |
RATIONAL AG | 800.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7L4M |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | RATIONAL AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 800.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-22 |
| Last trading day: | 2024-12-17 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.48 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.26 |
| Parity: | -0.20 |
| Time value: | 0.60 |
| Break-even: | 860.00 |
| Moneyness: | 0.98 |
| Premium: | 0.10 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.07 |
| Spread %: | 13.21% |
| Delta: | 0.52 |
| Theta: | -0.25 |
| Omega: | 6.78 |
| Rho: | 1.39 |
Quote data
| Open: | 0.5900 |
|---|---|
| High: | 0.5900 |
| Low: | 0.5200 |
| Previous Close: | 0.5900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.47% | ||
|---|---|---|---|
| 1 Month | -42.55% | ||
| 3 Months | -37.93% | ||
| YTD | 0.00% | ||
| 1 Year | -15.63% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6600 | 0.5400 |
|---|---|---|
| 1M High / 1M Low: | 0.9500 | 0.4900 |
| 6M High / 6M Low: | 0.9600 | 0.4900 |
| High (YTD): | 2024-06-12 | 0.9600 |
| Low (YTD): | 2024-01-05 | 0.3300 |
| 52W High: | 2024-06-12 | 0.9600 |
| 52W Low: | 2023-10-30 | 0.1200 |
| Avg. price 1W: | 0.6040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6100 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7502 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.5870 | |
| Avg. volume 1Y: | .3906 | |
| Volatility 1M: | 159.97% | |
| Volatility 6M: | 132.10% | |
| Volatility 1Y: | 154.72% | |
| Volatility 3Y: | - |
