UniCredit Call 17 RAW 19.03.2025
/ DE000HD67Y00
UniCredit Call 17 RAW 19.03.2025/ DE000HD67Y00 /
15/11/2024 19:30:59 |
Chg.-0.310 |
Bid21:59:21 |
Ask21:59:21 |
Underlying |
Strike price |
Expiration date |
Option type |
1.960EUR |
-13.66% |
1.810 Bid Size: 2,000 |
2.240 Ask Size: 2,000 |
RAIFFEISEN BK INTL I... |
17.00 - |
19/03/2025 |
Call |
Master data
WKN: |
HD67Y0 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
RAIFFEISEN BK INTL INH. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.00 - |
Maturity: |
19/03/2025 |
Issue date: |
10/06/2024 |
Last trading day: |
18/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.74 |
Intrinsic value: |
0.72 |
Implied volatility: |
0.44 |
Historic volatility: |
0.31 |
Parity: |
0.72 |
Time value: |
1.52 |
Break-even: |
19.24 |
Moneyness: |
1.04 |
Premium: |
0.09 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.43 |
Spread %: |
23.76% |
Delta: |
0.63 |
Theta: |
-0.01 |
Omega: |
4.98 |
Rho: |
0.03 |
Quote data
Open: |
2.100 |
High: |
2.160 |
Low: |
1.950 |
Previous Close: |
2.270 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-20.33% |
1 Month |
|
|
-23.14% |
3 Months |
|
|
-3.92% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.540 |
1.960 |
1M High / 1M Low: |
2.660 |
1.410 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.294 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.182 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
237.12% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |