UniCredit Call 15 RAW 18.12.2024
/ DE000HC7MCG1
UniCredit Call 15 RAW 18.12.2024/ DE000HC7MCG1 /
| 2024-04-26 7:26:32 PM |
Chg.+0.090 |
Bid2024-04-26 |
Ask2024-04-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.250EUR |
+2.16% |
-
Bid Size: - |
-
Ask Size: - |
RAIFFEISEN BK INTL I... |
15.00 EUR |
2024-12-18 |
Call |
Master data
| WKN: |
HC7MCG |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
RAIFFEISEN BK INTL INH. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.92 |
| Intrinsic value: |
3.25 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
3.25 |
| Time value: |
1.06 |
| Break-even: |
19.31 |
| Moneyness: |
1.22 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
1.41% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
3.42 |
| Rho: |
0.07 |
Quote data
| Open: |
4.260 |
| High: |
4.320 |
| Low: |
4.250 |
| Previous Close: |
4.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.43% |
| 1 Month |
|
|
+14.56% |
| 3 Months |
|
|
-20.86% |
| YTD |
|
|
-2.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.340 |
3.840 |
| 1M High / 1M Low: |
4.380 |
3.440 |
| 6M High / 6M Low: |
5.570 |
1.070 |
| High (YTD): |
2024-02-22 |
5.570 |
| Low (YTD): |
2024-03-21 |
3.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.936 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.691 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.82% |
| Volatility 6M: |
|
114.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
