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UniCredit Call 18.8624 AOMD 18.12.../  DE000HC9XNB2  /

Frankfurt Zert./HVB
2024-06-12  3:21:37 PM Chg.+0.070 Bid3:43:19 PM Ask3:43:19 PM Underlying Strike price Expiration date Option type
1.300EUR +5.69% 1.280
Bid Size: 45,000		 1.300
Ask Size: 45,000		 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: 13.49
Leverage: Yes

Calculated values

Fair value: 2.11
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.55
Parity: -2.19
Time value: 1.32
Break-even: 20.11
Moneyness: 0.89
Premium: 0.20
Premium p.a.: 0.42
Spread abs.: 0.10
Spread %: 8.20%
Delta: 0.42
Theta: -0.01
Omega: 5.67
Rho: 0.03
 

Quote data

Open: 1.130
High: 1.370
Low: 1.130
Previous Close: 1.230
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.71%
1 Month
  -0.76%
3 Months  
+160.00%
YTD  
+145.28%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.790 1.230
1M High / 1M Low: 2.360 1.230
6M High / 6M Low: 2.360 0.310
High (YTD): 2024-05-28 2.360
Low (YTD): 2024-03-05 0.380
52W High: - -
52W Low: - -
Avg. price 1W:   1.596
Avg. volume 1W:   0.000
Avg. price 1M:   1.757
Avg. volume 1M:   136.364
Avg. price 6M:   0.790
Avg. volume 6M:   120
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.12%
Volatility 6M:   218.22%
Volatility 1Y:   -
Volatility 3Y:   -