UC WAR. CALL 12/24 RAW/ DE000HD5WK66 /
11/10/2024 21:46:54 | Chg.+0.1900 | Bid21:59:08 | Ask21:59:08 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0600EUR | +21.84% | 0.8600 Bid Size: 4,000 |
1.3000 Ask Size: 4,000 |
RAIFFEISEN BK INTL I... | 19.00 - | 18/12/2024 | Call |
Master data
WKN: | HD5WK6 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | RAIFFEISEN BK INTL INH. |
Type: | Warrant |
Option type: | Call |
Strike price: | 19.00 - |
Maturity: | 18/12/2024 |
Issue date: | 27/05/2024 |
Last trading day: | 17/12/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 14.22 |
Leverage: | Yes |
Calculated values
Fair value: | 0.76 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.47 |
Historic volatility: | 0.30 |
Parity: | -0.51 |
Time value: | 1.30 |
Break-even: | 20.30 |
Moneyness: | 0.97 |
Premium: | 0.10 |
Premium p.a.: | 0.66 |
Spread abs.: | 0.44 |
Spread %: | 51.16% |
Delta: | 0.50 |
Theta: | -0.01 |
Omega: | 7.08 |
Rho: | 0.01 |
Quote data
Open: | 0.8300 |
---|---|
High: | 1.0900 |
Low: | 0.8300 |
Previous Close: | 0.8700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +49.30% | ||
---|---|---|---|
1 Month | +51.43% | ||
3 Months | -6.19% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0600 | 0.6900 |
---|---|---|
1M High / 1M Low: | 1.0600 | 0.6100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8080 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8414 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 175.65% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |