UniCredit Call 600 RAA 18.12.2024
/ DE000HC9BFW0
UniCredit Call 600 RAA 18.12.2024/ DE000HC9BFW0 /
| 2024-06-27 12:24:29 PM |
Chg.+0.080 |
Bid9:59:31 PM |
Ask2024-06-27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.550EUR |
+3.24% |
-
Bid Size: - |
-
Ask Size: - |
RATIONAL AG |
600.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC9BFW |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
RATIONAL AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-09-19 |
| Last trading day: |
2024-06-27 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.81 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.26 |
| Parity: |
1.81 |
| Time value: |
0.73 |
| Break-even: |
853.00 |
| Moneyness: |
1.30 |
| Premium: |
0.09 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.13 |
| Spread %: |
5.42% |
| Delta: |
0.79 |
| Theta: |
-0.44 |
| Omega: |
2.43 |
| Rho: |
1.45 |
Quote data
| Open: |
2.500 |
| High: |
2.550 |
| Low: |
2.490 |
| Previous Close: |
2.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.24% |
| 3 Months |
|
|
+15.38% |
| YTD |
|
|
+68.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.550 |
2.470 |
| 6M High / 6M Low: |
2.550 |
1.510 |
| High (YTD): |
2024-06-27 |
2.550 |
| Low (YTD): |
2024-01-05 |
1.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.510 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.056 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
77.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
