UC WAR. CALL 12/24 AOMD/ DE000HC9XNB2 /
2024-05-31 9:45:35 PM | Chg.-0.4100 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.9100EUR | -17.67% | 1.8900 Bid Size: 4,000 |
2.0000 Ask Size: 4,000 |
ALSTOM S.A. INH. ... | 18.8624 EUR | 2024-12-18 | Call |
Master data
WKN: | HC9XNB |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ALSTOM S.A. INH. EO 7 |
Type: | Warrant |
Option type: | Call |
Strike price: | 18.86 EUR |
Maturity: | 2024-12-18 |
Issue date: | 2023-10-17 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1.06 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.81 |
Leverage: | Yes |
Calculated values
Fair value: | 3.29 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.42 |
Historic volatility: | 0.55 |
Parity: | -0.17 |
Time value: | 2.54 |
Break-even: | 21.26 |
Moneyness: | 0.99 |
Premium: | 0.14 |
Premium p.a.: | 0.26 |
Spread abs.: | 0.44 |
Spread %: | 20.95% |
Delta: | 0.58 |
Theta: | -0.01 |
Omega: | 4.50 |
Rho: | 0.05 |
Quote data
Open: | 2.3200 |
---|---|
High: | 2.3200 |
Low: | 1.9100 |
Previous Close: | 2.3200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +2.14% | ||
---|---|---|---|
1 Month | +203.17% | ||
3 Months | +267.31% | ||
YTD | +260.38% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.3600 | 1.9100 |
---|---|---|
1M High / 1M Low: | 2.3600 | 0.8400 |
6M High / 6M Low: | 2.3600 | 0.3400 |
High (YTD): | 2024-05-28 | 2.3600 |
Low (YTD): | 2024-01-03 | 0.4000 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.2000 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.6018 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.7562 | |
Avg. volume 6M: | 14.4640 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 204.53% | |
Volatility 6M: | 203.06% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |