UC WAR. CALL 12/24 RAW/ DE000HC7MCH9 /
26/07/2024 21:45:22 | Chg.-0.0400 | Bid21:59:50 | Ask21:59:50 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4400EUR | -2.70% | 1.4100 Bid Size: 3,000 |
1.5200 Ask Size: 3,000 |
RAIFFEISEN BK INTL I... | 18.00 - | 18/12/2024 | Call |
Master data
WKN: | HC7MCH |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | RAIFFEISEN BK INTL INH. |
Type: | Warrant |
Option type: | Call |
Strike price: | 18.00 - |
Maturity: | 18/12/2024 |
Issue date: | 23/06/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 11.49 |
Leverage: | Yes |
Calculated values
Fair value: | 1.11 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.38 |
Historic volatility: | 0.28 |
Parity: | -0.53 |
Time value: | 1.52 |
Break-even: | 19.52 |
Moneyness: | 0.97 |
Premium: | 0.12 |
Premium p.a.: | 0.32 |
Spread abs.: | 0.11 |
Spread %: | 7.80% |
Delta: | 0.52 |
Theta: | -0.01 |
Omega: | 5.98 |
Rho: | 0.03 |
Quote data
Open: | 1.4800 |
---|---|
High: | 1.4800 |
Low: | 1.4000 |
Previous Close: | 1.4800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -6.49% | ||
---|---|---|---|
1 Month | +30.91% | ||
3 Months | -42.63% | ||
YTD | -45.45% | ||
1 Year | +1.41% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.5600 | 1.4400 |
---|---|---|
1M High / 1M Low: | 1.6500 | 1.1000 |
6M High / 6M Low: | 3.4000 | 0.9700 |
High (YTD): | 22/02/2024 | 3.4000 |
Low (YTD): | 14/06/2024 | 0.9700 |
52W High: | 22/02/2024 | 3.4000 |
52W Low: | 31/10/2023 | 0.5500 |
Avg. price 1W: | 1.5040 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.4410 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.0342 | |
Avg. volume 6M: | .2362 | |
Avg. price 1Y: | 1.6682 | |
Avg. volume 1Y: | .1961 | |
Volatility 1M: | 104.22% | |
Volatility 6M: | 125.83% | |
Volatility 1Y: | 125.16% | |
Volatility 3Y: | - |