UniCredit Call 18 RAW 18.12.2024
/ DE000HC7MCH9
UniCredit Call 18 RAW 18.12.2024/ DE000HC7MCH9 /
| 2024-04-26 7:27:18 PM |
Chg.+0.070 |
Bid2024-04-26 |
Ask2024-04-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.500EUR |
+2.88% |
-
Bid Size: - |
-
Ask Size: - |
RAIFFEISEN BK INTL I... |
18.00 EUR |
2024-12-18 |
Call |
Master data
| WKN: |
HC7MCH |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
RAIFFEISEN BK INTL INH. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
0.25 |
| Time value: |
2.31 |
| Break-even: |
20.56 |
| Moneyness: |
1.01 |
| Premium: |
0.13 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.06 |
| Spread %: |
2.40% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
4.35 |
| Rho: |
0.06 |
Quote data
| Open: |
2.500 |
| High: |
2.570 |
| Low: |
2.490 |
| Previous Close: |
2.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.26% |
| 1 Month |
|
|
+13.12% |
| 3 Months |
|
|
-25.37% |
| YTD |
|
|
-4.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.560 |
2.210 |
| 1M High / 1M Low: |
2.610 |
1.980 |
| 6M High / 6M Low: |
3.350 |
0.520 |
| High (YTD): |
2024-01-26 |
3.350 |
| Low (YTD): |
2024-03-21 |
1.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.438 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.305 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.139 |
| Avg. volume 6M: |
|
16 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.30% |
| Volatility 6M: |
|
146.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
