UC WAR. CALL 09/24 AOMD/ DE000HC9XN78 /
| 2024-05-31 9:45:48 PM | Chg.-0.4000 | Bid9:59:19 PM | Ask9:59:19 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2800EUR | -23.81% | 1.2500 Bid Size: 4,000 |
1.3600 Ask Size: 4,000 |
ALSTOM S.A. INH. ... | 18.8624 EUR | 2024-09-18 | Call |
Master data
| WKN: | HC9XN7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALSTOM S.A. INH. EO 7 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 18.86 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1.06 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 14.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.98 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.55 |
| Parity: | -0.93 |
| Time value: | 1.36 |
| Break-even: | 20.15 |
| Moneyness: | 0.95 |
| Premium: | 0.12 |
| Premium p.a.: | 0.46 |
| Spread abs.: | 0.11 |
| Spread %: | 8.80% |
| Delta: | 0.48 |
| Theta: | -0.01 |
| Omega: | 6.70 |
| Rho: | 0.02 |
Quote data
| Open: | 1.6800 |
|---|---|
| High: | 1.6800 |
| Low: | 1.2800 |
| Previous Close: | 1.6800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.48% | ||
|---|---|---|---|
| 1 Month | +204.76% | ||
| 3 Months | +481.82% | ||
| YTD | +236.84% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7300 | 1.2800 |
|---|---|---|
| 1M High / 1M Low: | 1.7300 | 0.5300 |
| 6M High / 6M Low: | 1.7300 | 0.0800 |
| High (YTD): | 2024-05-28 | 1.7300 |
| Low (YTD): | 2024-03-05 | 0.0800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0850 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4708 | |
| Avg. volume 6M: | 3.2000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 235.29% | |
| Volatility 6M: | 311.37% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
