UniCredit Call 800 RAA 18.12.2024
/ DE000HC7L4M2
UniCredit Call 800 RAA 18.12.2024/ DE000HC7L4M2 /
| 04/10/2024 21:24:37 |
Chg.-0.04 |
Bid21:59:00 |
Ask21:59:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
-3.10% |
1.12
Bid Size: 4,000 |
-
Ask Size: - |
RATIONAL AG |
800.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HC7L4M |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
RATIONAL AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
22/06/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
1.09 |
| Time value: |
0.17 |
| Break-even: |
926.00 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.14 |
| Spread %: |
12.50% |
| Delta: |
0.84 |
| Theta: |
-0.27 |
| Omega: |
6.07 |
| Rho: |
1.30 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.25 |
| Previous Close: |
1.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.34% |
| 1 Month |
|
|
+26.26% |
| 3 Months |
|
|
+127.27% |
| YTD |
|
|
+135.85% |
| 1 Year |
|
|
+346.43% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.22 |
| 1M High / 1M Low: |
1.33 |
0.97 |
| 6M High / 6M Low: |
1.33 |
0.40 |
| High (YTD): |
02/10/2024 |
1.33 |
| Low (YTD): |
05/01/2024 |
0.31 |
| 52W High: |
02/10/2024 |
1.33 |
| 52W Low: |
30/10/2023 |
0.09 |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.67 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
117.24% |
| Volatility 6M: |
|
170.55% |
| Volatility 1Y: |
|
178.01% |
| Volatility 3Y: |
|
- |
