UniCredit Call 900 RAA 18.12.2024
/ DE000HC7L4N0
UniCredit Call 900 RAA 18.12.2024/ DE000HC7L4N0 /
2024-08-30 1:29:10 PM |
Chg.+0.060 |
Bid1:30:55 PM |
Ask1:30:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.630EUR |
+10.53% |
0.620 Bid Size: 30,000 |
0.640 Ask Size: 30,000 |
RATIONAL AG |
900.00 - |
2024-12-18 |
Call |
Master data
WKN: |
HC7L4N |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
RATIONAL AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
900.00 - |
Maturity: |
2024-12-18 |
Issue date: |
2023-06-22 |
Last trading day: |
2024-12-17 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
14.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.02 |
Implied volatility: |
0.29 |
Historic volatility: |
0.28 |
Parity: |
0.02 |
Time value: |
0.61 |
Break-even: |
962.00 |
Moneyness: |
1.00 |
Premium: |
0.07 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.08 |
Spread %: |
14.81% |
Delta: |
0.56 |
Theta: |
-0.30 |
Omega: |
8.18 |
Rho: |
1.34 |
Quote data
Open: |
0.580 |
High: |
0.630 |
Low: |
0.580 |
Previous Close: |
0.570 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.00% |
1 Month |
|
|
+162.50% |
3 Months |
|
|
+85.29% |
YTD |
|
|
+125.00% |
1 Year |
|
|
+31.25% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.460 |
1M High / 1M Low: |
0.650 |
0.120 |
6M High / 6M Low: |
0.650 |
0.120 |
High (YTD): |
2024-08-19 |
0.650 |
Low (YTD): |
2024-08-02 |
0.120 |
52W High: |
2024-08-19 |
0.650 |
52W Low: |
2023-10-30 |
0.038 |
Avg. price 1W: |
|
0.522 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.443 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.385 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.299 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
401.63% |
Volatility 6M: |
|
240.36% |
Volatility 1Y: |
|
249.45% |
Volatility 3Y: |
|
- |