UC WAR. CALL 12/24 RAW/ DE000HC7MCJ5 /
11/10/2024 21:45:10 | Chg.+0.1400 | Bid21:59:09 | Ask21:59:09 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7000EUR | +25.00% | 0.4900 Bid Size: 8,000 |
0.9300 Ask Size: 8,000 |
RAIFFEISEN BK INTL I... | 20.00 - | 18/12/2024 | Call |
Master data
WKN: | HC7MCJ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | RAIFFEISEN BK INTL INH. |
Type: | Warrant |
Option type: | Call |
Strike price: | 20.00 - |
Maturity: | 18/12/2024 |
Issue date: | 23/06/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 19.88 |
Leverage: | Yes |
Calculated values
Fair value: | 0.43 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.47 |
Historic volatility: | 0.30 |
Parity: | -1.51 |
Time value: | 0.93 |
Break-even: | 20.93 |
Moneyness: | 0.92 |
Premium: | 0.13 |
Premium p.a.: | 0.96 |
Spread abs.: | 0.44 |
Spread %: | 89.80% |
Delta: | 0.40 |
Theta: | -0.01 |
Omega: | 7.88 |
Rho: | 0.01 |
Quote data
Open: | 0.5100 |
---|---|
High: | 0.7100 |
Low: | 0.5100 |
Previous Close: | 0.5600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +59.09% | ||
---|---|---|---|
1 Month | +55.56% | ||
3 Months | -14.63% | ||
YTD | -62.57% | ||
1 Year | +55.56% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.7000 | 0.4300 |
---|---|---|
1M High / 1M Low: | 0.7000 | 0.3700 |
6M High / 6M Low: | 1.7400 | 0.3700 |
High (YTD): | 15/01/2024 | 2.4500 |
Low (YTD): | 03/10/2024 | 0.3700 |
52W High: | 15/01/2024 | 2.4500 |
52W Low: | 30/10/2023 | 0.3600 |
Avg. price 1W: | 0.5140 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5471 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.8084 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.1002 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 210.03% | |
Volatility 6M: | 165.55% | |
Volatility 1Y: | 158.97% | |
Volatility 3Y: | - |