UC WAR. CALL 12/24 RAA/ DE000HC8CEQ5 /
30/08/2024 15:45:41 | Chg.+0.1000 | Bid16:28:54 | Ask16:28:54 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7800EUR | +14.71% | 0.8000 Bid Size: 25,000 |
0.8200 Ask Size: 25,000 |
RATIONAL AG | 880.00 - | 18/12/2024 | Call |
Master data
WKN: | HC8CEQ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | RATIONAL AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 880.00 - |
Maturity: | 18/12/2024 |
Issue date: | 01/08/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 100:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 12.52 |
Leverage: | Yes |
Calculated values
Fair value: | 0.71 |
---|---|
Intrinsic value: | 0.22 |
Implied volatility: | 0.28 |
Historic volatility: | 0.28 |
Parity: | 0.22 |
Time value: | 0.51 |
Break-even: | 952.00 |
Moneyness: | 1.02 |
Premium: | 0.06 |
Premium p.a.: | 0.20 |
Spread abs.: | 0.08 |
Spread %: | 12.50% |
Delta: | 0.62 |
Theta: | -0.29 |
Omega: | 7.75 |
Rho: | 1.46 |
Quote data
Open: | 0.6400 |
---|---|
High: | 0.7800 |
Low: | 0.6400 |
Previous Close: | 0.6800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +9.86% | ||
---|---|---|---|
1 Month | +151.61% | ||
3 Months | +85.71% | ||
YTD | +143.75% | ||
1 Year | +41.82% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.7100 | 0.5500 |
---|---|---|
1M High / 1M Low: | 0.7600 | 0.2100 |
6M High / 6M Low: | 0.7600 | 0.2100 |
High (YTD): | 19/08/2024 | 0.7600 |
Low (YTD): | 05/01/2024 | 0.1800 |
52W High: | 19/08/2024 | 0.7600 |
52W Low: | 31/10/2023 | 0.0690 |
Avg. price 1W: | 0.6340 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5465 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4695 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.3677 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 326.66% | |
Volatility 6M: | 205.37% | |
Volatility 1Y: | 212.35% | |
Volatility 3Y: | - |