UC WAR. CALL 12/24 RAW/ DE000HC7MCG1 /
| 17/06/2024 11:46:19 | Chg.+0.1200 | Bid12:19:19 | Ask12:19:19 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.3700EUR | +5.33% | 2.3100 Bid Size: 15,000 |
2.3300 Ask Size: 15,000 |
RAIFFEISEN BK INTL I... | 15.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC7MCG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | RAIFFEISEN BK INTL INH. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 23/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.84 |
|---|---|
| Intrinsic value: | 0.82 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.28 |
| Parity: | 0.82 |
| Time value: | 1.51 |
| Break-even: | 17.33 |
| Moneyness: | 1.05 |
| Premium: | 0.10 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.10 |
| Spread %: | 4.48% |
| Delta: | 0.65 |
| Theta: | -0.01 |
| Omega: | 4.43 |
| Rho: | 0.04 |
Quote data
| Open: | 2.2500 |
|---|---|
| High: | 2.4300 |
| Low: | 2.2500 |
| Previous Close: | 2.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -18.84% | ||
|---|---|---|---|
| 1 Month | -34.35% | ||
| 3 Months | -43.17% | ||
| YTD | -45.89% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.9200 | 2.2500 |
|---|---|---|
| 1M High / 1M Low: | 3.6100 | 2.2500 |
| 6M High / 6M Low: | 5.7200 | 2.2500 |
| High (YTD): | 22/02/2024 | 5.7200 |
| Low (YTD): | 14/06/2024 | 2.2500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.6740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.1157 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.1189 | |
| Avg. volume 6M: | 101.6129 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 72.73% | |
| Volatility 6M: | 105.46% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
