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: | 9.49 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.85 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.55 |
| Parity: | -0.93 |
| Time value: | 2.01 |
| Break-even: | 20.76 |
| Moneyness: | 0.95 |
| Premium: | 0.15 |
| Premium p.a.: | 0.30 |
| Spread abs.: | 0.11 |
| Spread %: | 5.79% |
| Delta: | 0.52 |
| Theta: | -0.01 |
| Omega: | 4.96 |
| Rho: | 0.04 |
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 | +105.38% | ||
| 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: | 0.7581 | |
| Avg. volume 6M: | 14.5806 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 204.53% | |
| Volatility 6M: | 203.24% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
