UniCredit Call 17.5 RAW 18.09.2024
/ DE000HD6J874
UniCredit Call 17.5 RAW 18.09.202.../ DE000HD6J874 /
8/16/2024 8:59:52 PM |
Chg.0.000 |
Bid9:59:32 PM |
Ask9:59:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.560EUR |
0.00% |
0.530 Bid Size: 6,000 |
0.630 Ask Size: 6,000 |
RAIFFEISEN BK INTL I... |
17.50 - |
9/18/2024 |
Call |
Master data
WKN: |
HD6J87 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
RAIFFEISEN BK INTL INH. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.50 - |
Maturity: |
9/18/2024 |
Issue date: |
6/24/2024 |
Last trading day: |
9/17/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
27.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.29 |
Parity: |
-0.57 |
Time value: |
0.62 |
Break-even: |
18.12 |
Moneyness: |
0.97 |
Premium: |
0.07 |
Premium p.a.: |
1.12 |
Spread abs.: |
0.10 |
Spread %: |
19.23% |
Delta: |
0.43 |
Theta: |
-0.01 |
Omega: |
11.73 |
Rho: |
0.01 |
Quote data
Open: |
0.600 |
High: |
0.600 |
Low: |
0.520 |
Previous Close: |
0.560 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+47.37% |
1 Month |
|
|
-43.43% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.380 |
1M High / 1M Low: |
1.320 |
0.360 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.448 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.807 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
262.27% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |