UC WAR. CALL 12/24 RAW/ DE000HC7MCJ5 /
9/11/2024 9:46:04 AM | Chg.+0.0100 | Bid10:13:33 AM | Ask10:13:33 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4700EUR | +2.17% | 0.4500 Bid Size: 15,000 |
0.4700 Ask Size: 15,000 |
RAIFFEISEN BK INTL I... | 20.00 - | 12/18/2024 | Call |
Master data
WKN: | HC7MCJ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | RAIFFEISEN BK INTL INH. |
Type: | Warrant |
Option type: | Call |
Strike price: | 20.00 - |
Maturity: | 12/18/2024 |
Issue date: | 6/23/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 32.19 |
Leverage: | Yes |
Calculated values
Fair value: | 0.20 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.43 |
Historic volatility: | 0.30 |
Parity: | -3.26 |
Time value: | 0.52 |
Break-even: | 20.52 |
Moneyness: | 0.84 |
Premium: | 0.23 |
Premium p.a.: | 1.13 |
Spread abs.: | 0.10 |
Spread %: | 23.81% |
Delta: | 0.26 |
Theta: | -0.01 |
Omega: | 8.32 |
Rho: | 0.01 |
Quote data
Open: | 0.4200 |
---|---|
High: | 0.4700 |
Low: | 0.4200 |
Previous Close: | 0.4600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -20.34% | ||
---|---|---|---|
1 Month | +20.51% | ||
3 Months | -35.62% | ||
YTD | -74.87% | ||
1 Year | -25.40% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6500 | 0.4600 |
---|---|---|
1M High / 1M Low: | 0.6800 | 0.4400 |
6M High / 6M Low: | 1.8900 | 0.3800 |
High (YTD): | 1/15/2024 | 2.4500 |
Low (YTD): | 8/6/2024 | 0.3800 |
52W High: | 1/15/2024 | 2.4500 |
52W Low: | 10/30/2023 | 0.3600 |
Avg. price 1W: | 0.5420 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5364 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.9940 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.1040 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 172.06% | |
Volatility 6M: | 155.61% | |
Volatility 1Y: | 155.40% | |
Volatility 3Y: | - |