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UniCredit Call 820 RAA 18.12.2024/  DE000HC8CEP7  /

Frankfurt Zert./HVB
2024-10-04  7:25:16 PM Chg.-0.040 Bid9:59:00 PM Ask9:59:00 PM Underlying Strike price Expiration date Option type
1.110EUR -3.48% 0.960
Bid Size: 4,000		 1.290
Ask Size: 4,000		 RATIONAL AG 820.00 - 2024-12-18 Call
 

Master data

WKN: HC8CEP
Issuer: UniCredit
Currency: EUR
Underlying: RATIONAL AG
Type: Warrant
Option type: Call
Strike price: 820.00 -
Maturity: 2024-12-18
Issue date: 2023-08-01
Last trading day: 2024-12-17
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 7.05
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 0.89
Implied volatility: 0.47
Historic volatility: 0.27
Parity: 0.89
Time value: 0.40
Break-even: 949.00
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 0.24
Spread abs.: 0.33
Spread %: 34.38%
Delta: 0.73
Theta: -0.47
Omega: 5.18
Rho: 1.09
 

Quote data

Open: 1.140
High: 1.140
Low: 1.110
Previous Close: 1.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.63%
1 Month  
+30.59%
3 Months  
+136.17%
YTD  
+136.17%
1 Year  
+326.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.170 1.050
1M High / 1M Low: 1.170 0.830
6M High / 6M Low: 1.180 0.340
High (YTD): 2024-08-30 1.180
Low (YTD): 2024-01-05 0.280
52W High: 2024-08-30 1.180
52W Low: 2023-10-30 0.080
Avg. price 1W:   1.122
Avg. volume 1W:   0.000
Avg. price 1M:   1.005
Avg. volume 1M:   0.000
Avg. price 6M:   0.766
Avg. volume 6M:   0.000
Avg. price 1Y:   0.593
Avg. volume 1Y:   0.000
Volatility 1M:   127.76%
Volatility 6M:   179.23%
Volatility 1Y:   185.44%
Volatility 3Y:   -