UC WAR. CALL 06/24 AOMD/ DE000HD1EC39 /
| 2024-05-23 9:45:44 PM | Chg.-0.0300 | Bid9:59:02 PM | Ask9:59:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.3900EUR | -1.24% | 2.3100 Bid Size: 3,000 |
2.4100 Ask Size: 3,000 |
ALSTOM S.A. INH. ... | 16.00 - | 2024-06-19 | Call |
Master data
| WKN: | HD1EC3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALSTOM S.A. INH. EO 7 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.45 |
|---|---|
| Intrinsic value: | 2.14 |
| Implied volatility: | 0.79 |
| Historic volatility: | 0.54 |
| Parity: | 2.14 |
| Time value: | 0.67 |
| Break-even: | 18.80 |
| Moneyness: | 1.13 |
| Premium: | 0.04 |
| Premium p.a.: | 0.63 |
| Spread abs.: | 0.40 |
| Spread %: | 16.67% |
| Delta: | 0.76 |
| Theta: | -0.02 |
| Omega: | 4.92 |
| Rho: | 0.01 |
Quote data
| Open: | 2.4200 |
|---|---|
| High: | 2.4300 |
| Low: | 2.3900 |
| Previous Close: | 2.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.45% | ||
|---|---|---|---|
| 1 Month | +129.81% | ||
| 3 Months | +856.00% | ||
| YTD | +342.59% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4500 | 2.3300 |
|---|---|---|
| 1M High / 1M Low: | 2.6100 | 0.7100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-14 | 2.6100 |
| Low (YTD): | 2024-03-13 | 0.1800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5771 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 314.65% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
