UniCredit Call 15 RAW 18.12.2024
/ DE000HC7MCG1
UniCredit Call 15 RAW 18.12.2024/ DE000HC7MCG1 /
| 04/07/2024 20:57:37 |
Chg.+0.16 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.15EUR |
+5.35% |
-
Bid Size: - |
-
Ask Size: - |
RAIFFEISEN BK INTL I... |
15.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HC7MCG |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
RAIFFEISEN BK INTL INH. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
23/06/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.70 |
| Intrinsic value: |
2.05 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.28 |
| Parity: |
2.05 |
| Time value: |
1.02 |
| Break-even: |
18.07 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.10 |
| Spread %: |
3.37% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
4.17 |
| Rho: |
0.04 |
Quote data
| Open: |
3.25 |
| High: |
3.25 |
| Low: |
3.15 |
| Previous Close: |
2.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.71% |
| 1 Month |
|
|
+5.70% |
| 3 Months |
|
|
-20.45% |
| YTD |
|
|
-27.75% |
| 1 Year |
|
|
+28.05% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.15 |
2.41 |
| 1M High / 1M Low: |
3.17 |
2.25 |
| 6M High / 6M Low: |
5.79 |
2.25 |
| High (YTD): |
22/02/2024 |
5.79 |
| Low (YTD): |
14/06/2024 |
2.25 |
| 52W High: |
22/02/2024 |
5.79 |
| 52W Low: |
30/10/2023 |
1.04 |
| Avg. price 1W: |
|
2.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.92 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
117.43% |
| Volatility 6M: |
|
107.61% |
| Volatility 1Y: |
|
103.82% |
| Volatility 3Y: |
|
- |
