UC WAR. CALL 12/24 AOMD/ DE000HC9XNC0 /
| 2024-05-17 11:45:49 AM | Chg.-0.0500 | Bid2024-05-17 | Ask2024-05-17 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1300EUR | -4.24% | 1.1100 Bid Size: 45,000 |
1.1300 Ask Size: 45,000 |
ALSTOM S.A. INH. ... | 22.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC9XNC |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALSTOM S.A. INH. EO 7 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 22.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.08 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.89 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.54 |
| Parity: | -3.76 |
| Time value: | 1.21 |
| Break-even: | 23.21 |
| Moneyness: | 0.83 |
| Premium: | 0.27 |
| Premium p.a.: | 0.50 |
| Spread abs.: | 0.10 |
| Spread %: | 9.01% |
| Delta: | 0.36 |
| Theta: | -0.01 |
| Omega: | 5.44 |
| Rho: | 0.03 |
Quote data
| Open: | 1.1700 |
|---|---|
| High: | 1.1700 |
| Low: | 1.1300 |
| Previous Close: | 1.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.21% | ||
|---|---|---|---|
| 1 Month | +121.57% | ||
| 3 Months | +169.05% | ||
| YTD | +189.74% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2400 | 0.9400 |
|---|---|---|
| 1M High / 1M Low: | 1.2400 | 0.4000 |
| 6M High / 6M Low: | 1.2400 | 0.2500 |
| High (YTD): | 2024-05-14 | 1.2400 |
| Low (YTD): | 2024-01-03 | 0.2900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7019 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4685 | |
| Avg. volume 6M: | 322.5806 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 296.95% | |
| Volatility 6M: | 224.57% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
