UC WAR. CALL 06/24 AB2/  DE000HC9K1P0  /

gettex
5/28/2024  7:45:13 PM Chg.+0.0090 Bid8:57:35 PM Ask8:57:35 PM Underlying Strike price Expiration date Option type
0.0340EUR +36.00% 0.0070
Bid Size: 10,000
0.0950
Ask Size: 10,000
ABN AMRO Bank NV 17.00 - 6/19/2024 Call
 

Master data

WKN: HC9K1P
Issuer: UniCredit
Currency: EUR
Underlying: ABN AMRO Bank NV
Type: Warrant
Option type: Call
Strike price: 17.00 -
Maturity: 6/19/2024
Issue date: 9/28/2023
Last trading day: 6/18/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 103.50
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.25
Parity: -1.48
Time value: 0.15
Break-even: 17.15
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 4.22
Spread abs.: 0.14
Spread %: 1,400.00%
Delta: 0.19
Theta: -0.01
Omega: 19.77
Rho: 0.00
 

Quote data

Open: 0.0250
High: 0.0340
Low: 0.0250
Previous Close: 0.0250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -62.22%
1 Month
  -85.22%
3 Months
  -78.75%
YTD
  -83.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.0900 0.0250
1M High / 1M Low: 0.5500 0.0250
6M High / 6M Low: 0.5500 0.0250
High (YTD): 5/14/2024 0.5500
Low (YTD): 5/27/2024 0.0250
52W High: - -
52W Low: - -
Avg. price 1W:   0.0624
Avg. volume 1W:   0.0000
Avg. price 1M:   0.2131
Avg. volume 1M:   0.0000
Avg. price 6M:   0.1789
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   439.09%
Volatility 6M:   274.30%
Volatility 1Y:   -
Volatility 3Y:   -