UniCredit Call 900 RAA 18.12.2024/  DE000HC7L4N0  /

Frankfurt Zert./HVB
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:   -