UniCredit Call 17 RAW 19.03.2025/  DE000HD67Y00  /

Frankfurt Zert./HVB
2024-07-10  7:34:22 PM Chg.-0.060 Bid9:59:18 PM Ask9:59:18 PM Underlying Strike price Expiration date Option type
2.320EUR -2.52% 2.300
Bid Size: 2,000
2.400
Ask Size: 2,000
RAIFFEISEN BK INTL I... 17.00 - 2025-03-19 Call
 

Master data

WKN: HD67Y0
Issuer: UniCredit
Currency: EUR
Underlying: RAIFFEISEN BK INTL INH.
Type: Warrant
Option type: Call
Strike price: 17.00 -
Maturity: 2025-03-19
Issue date: 2024-06-10
Last trading day: 2025-03-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.05
Leverage: Yes

Calculated values

Fair value: 1.91
Intrinsic value: 0.20
Implied volatility: 0.38
Historic volatility: 0.28
Parity: 0.20
Time value: 2.24
Break-even: 19.44
Moneyness: 1.01
Premium: 0.13
Premium p.a.: 0.19
Spread abs.: 0.10
Spread %: 4.27%
Delta: 0.61
Theta: 0.00
Omega: 4.29
Rho: 0.06
 

Quote data

Open: 2.310
High: 2.370
Low: 2.250
Previous Close: 2.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.85%
1 Month  
+5.45%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.560 2.340
1M High / 1M Low: 2.560 1.700
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.456
Avg. volume 1W:   0.000
Avg. price 1M:   2.102
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -