UniCredit Call 15 RAW 18.12.2024
/ DE000HC7MCG1
UniCredit Call 15 RAW 18.12.2024/ DE000HC7MCG1 /
| 23/09/2024 16:17:16 |
Chg.-0.05 |
Bid17:49:55 |
Ask17:49:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.37EUR |
-1.46% |
3.39
Bid Size: 2,000 |
3.43
Ask Size: 2,000 |
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: |
5.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.24 |
| Intrinsic value: |
3.02 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.30 |
| Parity: |
3.02 |
| Time value: |
0.49 |
| Break-even: |
18.51 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.11 |
| Spread %: |
3.24% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
4.30 |
| Rho: |
0.03 |
Quote data
| Open: |
3.42 |
| High: |
3.42 |
| Low: |
3.34 |
| Previous Close: |
3.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.90% |
| 1 Month |
|
|
+15.41% |
| 3 Months |
|
|
+29.12% |
| YTD |
|
|
-22.71% |
| 1 Year |
|
|
+167.46% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.42 |
2.72 |
| 1M High / 1M Low: |
3.44 |
2.49 |
| 6M High / 6M Low: |
4.36 |
2.14 |
| High (YTD): |
22/02/2024 |
5.79 |
| Low (YTD): |
07/08/2024 |
2.14 |
| 52W High: |
22/02/2024 |
5.79 |
| 52W Low: |
30/10/2023 |
1.04 |
| Avg. price 1W: |
|
3.12 |
| Avg. volume 1W: |
|
1,200 |
| Avg. price 1M: |
|
2.98 |
| Avg. volume 1M: |
|
285.71 |
| Avg. price 6M: |
|
3.18 |
| Avg. volume 6M: |
|
96.11 |
| Avg. price 1Y: |
|
3.19 |
| Avg. volume 1Y: |
|
48.06 |
| Volatility 1M: |
|
119.91% |
| Volatility 6M: |
|
100.53% |
| Volatility 1Y: |
|
110.08% |
| Volatility 3Y: |
|
- |
