UniCredit Call 15 RAW 18.12.2024
/ DE000HC7MCG1
UniCredit Call 15 RAW 18.12.2024/ DE000HC7MCG1 /
| 6/13/2024 10:14:13 AM |
Chg.-0.050 |
Bid6/13/2024 |
Ask6/13/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.750EUR |
-1.79% |
2.750
Bid Size: 14,000 |
2.770
Ask Size: 14,000 |
RAIFFEISEN BK INTL I... |
15.00 - |
12/18/2024 |
Call |
Master data
| WKN: |
HC7MCG |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
RAIFFEISEN BK INTL INH. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
6/23/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.43 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.28 |
| Parity: |
1.63 |
| Time value: |
1.24 |
| Break-even: |
17.87 |
| Moneyness: |
1.11 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.10 |
| Spread %: |
3.61% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
4.15 |
| Rho: |
0.05 |
Quote data
| Open: |
2.780 |
| High: |
2.780 |
| Low: |
2.750 |
| Previous Close: |
2.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.79% |
| 1 Month |
|
|
-27.44% |
| 3 Months |
|
|
-30.56% |
| YTD |
|
|
-36.78% |
| 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 |
2.580 |
| High (YTD): |
2/22/2024 |
5.570 |
| Low (YTD): |
6/11/2024 |
2.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.934 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.246 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.081 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.82% |
| Volatility 6M: |
|
112.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
