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UniCredit Call 22 RAW 18.12.2024/  DE000HC86FS6  /

Frankfurt Zert./HVB
02/08/2024  19:40:19 Chg.-0.190 Bid21:59:40 Ask21:59:40 Underlying Strike price Expiration date Option type
0.170EUR -52.78% 0.130
Bid Size: 10,000		 0.330
Ask Size: 10,000		 RAIFFEISEN BK INTL I... 22.00 - 18/12/2024 Call
 

Master data

WKN: HC86FS
Issuer: UniCredit
Currency: EUR
Underlying: RAIFFEISEN BK INTL INH.
Type: Warrant
Option type: Call
Strike price: 22.00 -
Maturity: 18/12/2024
Issue date: 24/07/2023
Last trading day: 17/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 33.43
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.28
Parity: -4.28
Time value: 0.53
Break-even: 22.53
Moneyness: 0.81
Premium: 0.27
Premium p.a.: 0.89
Spread abs.: 0.26
Spread %: 96.30%
Delta: 0.24
Theta: -0.01
Omega: 7.91
Rho: 0.01
 

Quote data

Open: 0.170
High: 0.280
Low: 0.160
Previous Close: 0.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -52.78%
1 Month
  -48.48%
3 Months
  -78.75%
YTD
  -86.82%
1 Year
  -65.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.360
1M High / 1M Low: 0.480 0.320
6M High / 6M Low: 1.570 0.220
High (YTD): 30/01/2024 1.720
Low (YTD): 01/07/2024 0.220
52W High: 30/01/2024 1.720
52W Low: 20/10/2023 0.180
Avg. price 1W:   0.408
Avg. volume 1W:   0.000
Avg. price 1M:   0.380
Avg. volume 1M:   0.000
Avg. price 6M:   0.791
Avg. volume 6M:   0.000
Avg. price 1Y:   0.705
Avg. volume 1Y:   0.000
Volatility 1M:   215.08%
Volatility 6M:   198.08%
Volatility 1Y:   207.81%
Volatility 3Y:   -