UC WAR. CALL 12/25 RAA/ DE000HD6NLB2 /
| 1/10/2025 9:46:26 PM | Chg.-0.0100 | Bid9:59:31 PM | Ask9:59:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0300EUR | -0.96% | 1.0000 Bid Size: 8,000 |
1.0700 Ask Size: 8,000 |
RATIONAL AG | 800.00 - | 12/17/2025 | Call |
Master data
| WKN: | HD6NLB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | RATIONAL AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 800.00 - |
| Maturity: | 12/17/2025 |
| Issue date: | 6/27/2024 |
| Last trading day: | 12/16/2025 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.55 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.02 |
|---|---|
| Intrinsic value: | 0.23 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.26 |
| Parity: | 0.23 |
| Time value: | 0.87 |
| Break-even: | 909.00 |
| Moneyness: | 1.03 |
| Premium: | 0.11 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.07 |
| Spread %: | 6.86% |
| Delta: | 0.63 |
| Theta: | -0.15 |
| Omega: | 4.77 |
| Rho: | 3.84 |
Quote data
| Open: | 0.9900 |
|---|---|
| High: | 1.0500 |
| Low: | 0.9900 |
| Previous Close: | 1.0400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.74% | ||
|---|---|---|---|
| 1 Month | -25.90% | ||
| 3 Months | -39.77% | ||
| YTD | -4.63% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.1000 | 1.0300 |
|---|---|---|
| 1M High / 1M Low: | 1.4500 | 1.0300 |
| 6M High / 6M Low: | 1.9700 | 0.9800 |
| High (YTD): | 1/7/2025 | 1.1000 |
| Low (YTD): | 1/8/2025 | 1.0300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1789 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5329 | |
| Avg. volume 6M: | 4.7244 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 69.47% | |
| Volatility 6M: | 92.73% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |