UC WAR. CALL 09/24 AOMD/ DE000HC9XN60 /
| 2024-06-05 9:46:47 PM | Chg.+0.3500 | Bid9:59:20 PM | Ask9:59:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1000EUR | +20.00% | 1.9400 Bid Size: 2,000 |
2.3600 Ask Size: 2,000 |
ALSTOM S.A. INH. ... | 16.9762 EUR | 2024-09-18 | Call |
Master data
| WKN: | HC9XN6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALSTOM S.A. INH. EO 7 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.98 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1.06 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.19 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.39 |
|---|---|
| Intrinsic value: | 0.34 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.55 |
| Parity: | 0.34 |
| Time value: | 1.46 |
| Break-even: | 18.67 |
| Moneyness: | 1.02 |
| Premium: | 0.08 |
| Premium p.a.: | 0.30 |
| Spread abs.: | 0.10 |
| Spread %: | 5.88% |
| Delta: | 0.60 |
| Theta: | -0.01 |
| Omega: | 6.08 |
| Rho: | 0.02 |
Quote data
| Open: | 1.7500 |
|---|---|
| High: | 2.1500 |
| Low: | 1.7500 |
| Previous Close: | 1.7500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -26.57% | ||
|---|---|---|---|
| 1 Month | +118.75% | ||
| 3 Months | +677.78% | ||
| YTD | +281.82% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.8600 | 1.7500 |
|---|---|---|
| 1M High / 1M Low: | 2.9100 | 0.9400 |
| 6M High / 6M Low: | 2.9100 | 0.2700 |
| High (YTD): | 2024-05-28 | 2.9100 |
| Low (YTD): | 2024-03-05 | 0.2700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9327 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7755 | |
| Avg. volume 6M: | 24 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 230.12% | |
| Volatility 6M: | 235.34% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
