UC WAR. CALL 06/24 AOMD/ DE000HC9XN11 /
| 2024-05-15 11:46:43 AM | Chg.- | Bid11:56:32 AM | Ask2024-05-15 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.3900EUR | - | - Bid Size: 20,000 |
- Ask Size: 20,000 |
ALSTOM S.A. INH. ... | 15.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC9XN1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALSTOM S.A. INH. EO 7 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-05-15 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.30 |
|---|---|
| Intrinsic value: | 3.15 |
| Implied volatility: | 0.68 |
| Historic volatility: | 0.54 |
| Parity: | 3.15 |
| Time value: | 0.29 |
| Break-even: | 18.43 |
| Moneyness: | 1.21 |
| Premium: | 0.02 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.35 |
| Spread %: | 11.36% |
| Delta: | 0.87 |
| Theta: | -0.01 |
| Omega: | 4.60 |
| Rho: | 0.01 |
Quote data
| Open: | 3.5800 |
|---|---|
| High: | 3.5800 |
| Low: | 3.3900 |
| Previous Close: | 3.4800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +106.71% | ||
| 3 Months | +707.14% | ||
| YTD | +377.46% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.3900 | 3.3900 |
|---|---|---|
| 1M High / 1M Low: | 3.4800 | 1.1000 |
| 6M High / 6M Low: | 3.4800 | 0.2700 |
| High (YTD): | 2024-05-14 | 3.4800 |
| Low (YTD): | 2024-03-11 | 0.2700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.3900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9053 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7931 | |
| Avg. volume 6M: | 1.6667 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 293.57% | |
| Volatility 6M: | 285.44% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
