UC WAR. CALL 12/24 RAW/ DE000HC7MCH9 /
02/09/2024 15:45:54 | Chg.+0.1000 | Bid02/09/2024 | Ask02/09/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4500EUR | +7.41% | 1.4400 Bid Size: 15,000 |
1.4600 Ask Size: 15,000 |
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: | 12.52 |
Leverage: | Yes |
Calculated values
Fair value: | 1.17 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.36 |
Historic volatility: | 0.29 |
Parity: | -0.09 |
Time value: | 1.43 |
Break-even: | 19.43 |
Moneyness: | 1.00 |
Premium: | 0.08 |
Premium p.a.: | 0.32 |
Spread abs.: | 0.11 |
Spread %: | 8.33% |
Delta: | 0.55 |
Theta: | -0.01 |
Omega: | 6.89 |
Rho: | 0.02 |
Quote data
Open: | 1.2900 |
---|---|
High: | 1.4500 |
Low: | 1.2700 |
Previous Close: | 1.3500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +27.19% | ||
---|---|---|---|
1 Month | +39.42% | ||
3 Months | -6.45% | ||
YTD | -45.08% | ||
1 Year | +68.60% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.3500 | 1.1400 |
---|---|---|
1M High / 1M Low: | 1.3500 | 0.8500 |
6M High / 6M Low: | 2.9900 | 0.8500 |
High (YTD): | 22/02/2024 | 3.4000 |
Low (YTD): | 07/08/2024 | 0.8500 |
52W High: | 22/02/2024 | 3.4000 |
52W Low: | 31/10/2023 | 0.5500 |
Avg. price 1W: | 1.2440 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.0643 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.7183 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.6928 | |
Avg. volume 1Y: | .1969 | |
Volatility 1M: | 104.37% | |
Volatility 6M: | 130.20% | |
Volatility 1Y: | 129.50% | |
Volatility 3Y: | - |