UniCredit Call 15 RAW 18.12.2024
/ DE000HC7MCG1
UniCredit Call 15 RAW 18.12.2024/ DE000HC7MCG1 /
| 2024-05-24 3:37:42 PM |
Chg.+0.11 |
Bid5:15:02 PM |
Ask5:15:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.28EUR |
+3.47% |
3.37
Bid Size: 12,000 |
3.39
Ask Size: 12,000 |
RAIFFEISEN BK INTL I... |
15.00 - |
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 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.85 |
| Intrinsic value: |
2.07 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
2.07 |
| Time value: |
1.19 |
| Break-even: |
18.26 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
3.16% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
3.91 |
| Rho: |
0.05 |
Quote data
| Open: |
3.18 |
| High: |
3.28 |
| Low: |
3.18 |
| Previous Close: |
3.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.08% |
| 1 Month |
|
|
-24.25% |
| 3 Months |
|
|
-32.92% |
| YTD |
|
|
-24.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.53 |
3.17 |
| 1M High / 1M Low: |
4.33 |
3.14 |
| 6M High / 6M Low: |
5.79 |
2.05 |
| High (YTD): |
2024-02-22 |
5.79 |
| Low (YTD): |
2024-05-03 |
3.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.27% |
| Volatility 6M: |
|
113.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
