UniCredit Call 15 RAW 18.12.2024
/ DE000HC7MCG1
UniCredit Call 15 RAW 18.12.2024/ DE000HC7MCG1 /
| 12/06/2024 19:07:45 |
Chg.+0.040 |
Bid12/06/2024 |
Ask12/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.800EUR |
+1.45% |
2.800
Bid Size: 4,000 |
2.850
Ask Size: 4,000 |
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: |
5.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.37 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
1.54 |
| Time value: |
1.32 |
| Break-even: |
17.86 |
| Moneyness: |
1.10 |
| Premium: |
0.08 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.10 |
| Spread %: |
3.62% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
4.09 |
| Rho: |
0.05 |
Quote data
| Open: |
2.710 |
| High: |
2.900 |
| Low: |
2.710 |
| Previous Close: |
2.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.08% |
| 1 Month |
|
|
-26.32% |
| 3 Months |
|
|
-23.08% |
| YTD |
|
|
-35.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.190 |
2.760 |
| 1M High / 1M Low: |
3.810 |
2.760 |
| 6M High / 6M Low: |
5.570 |
2.420 |
| High (YTD): |
22/02/2024 |
5.570 |
| Low (YTD): |
11/06/2024 |
2.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.964 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.266 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.078 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.75% |
| Volatility 6M: |
|
112.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
