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UniCredit Call 796.909 RAA 19.06..../  DE000HC3DNZ6  /

EUWAX
2024-05-09  7:44:27 PM Chg.-0.060 Bid8:00:08 PM Ask8:00:08 PM Underlying Strike price Expiration date Option type
0.360EUR -14.29% 0.360
Bid Size: 10,000		 0.400
Ask Size: 10,000		 RATIONAL AG 796.9088 EUR 2024-06-19 Call
 

Master data

WKN: HC3DNZ
Issuer: UniCredit
Currency: EUR
Underlying: RATIONAL AG
Type: Warrant
Option type: Call
Strike price: 796.91 EUR
Maturity: 2024-06-19
Issue date: 2023-01-24
Last trading day: 2024-06-18
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 17.45
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.23
Implied volatility: 0.30
Historic volatility: 0.26
Parity: 0.23
Time value: 0.24
Break-even: 843.91
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.29
Spread abs.: 0.07
Spread %: 17.50%
Delta: 0.65
Theta: -0.42
Omega: 11.31
Rho: 0.54
 

Quote data

Open: 0.440
High: 0.440
Low: 0.360
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.46%
1 Month
  -18.18%
3 Months  
+2.86%
YTD  
+50.00%
1 Year
  -10.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.430 0.260
1M High / 1M Low: 0.450 0.260
6M High / 6M Low: 0.510 0.032
High (YTD): 2024-03-27 0.510
Low (YTD): 2024-01-05 0.090
52W High: 2024-03-27 0.510
52W Low: 2023-10-30 0.004
Avg. price 1W:   0.360
Avg. volume 1W:   0.000
Avg. price 1M:   0.369
Avg. volume 1M:   0.000
Avg. price 6M:   0.259
Avg. volume 6M:   0.000
Avg. price 1Y:   0.270
Avg. volume 1Y:   0.000
Volatility 1M:   205.87%
Volatility 6M:   324.48%
Volatility 1Y:   330.71%
Volatility 3Y:   -