UniCredit Call 1.5 AT1 18.12.2024
/ DE000HC7KYU0
UniCredit Call 1.5 AT1 18.12.2024/ DE000HC7KYU0 /
| 2024-05-28 1:22:07 PM |
Chg.+0.070 |
Bid1:30:15 PM |
Ask1:30:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+9.21% |
0.830
Bid Size: 35,000 |
0.840
Ask Size: 35,000 |
AROUNDTOWN EO-,01 |
1.50 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC7KYU |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AROUNDTOWN EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.50 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-22 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.61 |
| Parity: |
0.58 |
| Time value: |
0.23 |
| Break-even: |
2.31 |
| Moneyness: |
1.39 |
| Premium: |
0.11 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.07 |
| Spread %: |
9.46% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
2.07 |
| Rho: |
0.00 |
Quote data
| Open: |
0.760 |
| High: |
0.830 |
| Low: |
0.760 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+25.76% |
| 3 Months |
|
|
+62.75% |
| YTD |
|
|
-27.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.730 |
| 1M High / 1M Low: |
0.860 |
0.650 |
| 6M High / 6M Low: |
1.150 |
0.480 |
| High (YTD): |
2024-01-02 |
1.040 |
| Low (YTD): |
2024-03-04 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.764 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.750 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.91% |
| Volatility 6M: |
|
121.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
