UC WAR. CALL 12/25 RAA/ DE000HD6NLB2 /
| 1/24/2025 9:46:11 PM | Chg.+0.0200 | Bid9:59:41 PM | Ask9:59:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2000EUR | +1.69% | 1.1600 Bid Size: 6,000 |
1.2300 Ask Size: 6,000 |
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: | 6.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.18 |
|---|---|
| Intrinsic value: | 0.54 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.25 |
| Parity: | 0.54 |
| Time value: | 0.69 |
| Break-even: | 923.00 |
| Moneyness: | 1.07 |
| Premium: | 0.08 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.07 |
| Spread %: | 6.03% |
| Delta: | 0.69 |
| Theta: | -0.15 |
| Omega: | 4.76 |
| Rho: | 4.14 |
Quote data
| Open: | 1.1600 |
|---|---|
| High: | 1.2200 |
| Low: | 1.1600 |
| Previous Close: | 1.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.29% | ||
|---|---|---|---|
| 1 Month | +5.26% | ||
| 3 Months | -36.51% | ||
| YTD | +11.11% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.2000 | 1.0500 |
|---|---|---|
| 1M High / 1M Low: | 1.2000 | 0.9200 |
| 6M High / 6M Low: | 1.9700 | 0.9200 |
| High (YTD): | 1/24/2025 | 1.2000 |
| Low (YTD): | 1/13/2025 | 0.9200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0668 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5263 | |
| Avg. volume 6M: | 4.7244 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 71.33% | |
| Volatility 6M: | 92.27% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |