UniCredit Call 17 RAW 19.03.2025/  DE000HD67Y00  /

Frankfurt Zert./HVB
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:   -