UC WAR. CALL 09/24 AOMD/ DE000HC9XN60 /
| 6/10/2024 9:45:37 AM | Chg.-0.2100 | Bid11:22:08 AM | Ask11:22:08 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7000EUR | -10.99% | 1.8100 Bid Size: 30,000 |
1.8300 Ask Size: 30,000 |
ALSTOM S.A. INH. ... | 16.9762 EUR | 9/18/2024 | 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: | 9/18/2024 |
| Issue date: | 10/17/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1.06 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.60 |
|---|---|
| Intrinsic value: | 0.77 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.55 |
| Parity: | 0.77 |
| Time value: | 1.17 |
| Break-even: | 18.81 |
| Moneyness: | 1.04 |
| Premium: | 0.06 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.10 |
| Spread %: | 5.43% |
| Delta: | 0.64 |
| Theta: | -0.01 |
| Omega: | 6.21 |
| Rho: | 0.03 |
Quote data
| Open: | 1.8600 |
|---|---|
| High: | 1.8600 |
| Low: | 1.7000 |
| Previous Close: | 1.9100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.57% | ||
|---|---|---|---|
| 1 Month | +18.06% | ||
| 3 Months | +431.25% | ||
| YTD | +209.09% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1600 | 1.7500 |
|---|---|---|
| 1M High / 1M Low: | 2.9100 | 1.4400 |
| 6M High / 6M Low: | 2.9100 | 0.2700 |
| High (YTD): | 5/28/2024 | 2.9100 |
| Low (YTD): | 3/5/2024 | 0.2700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.9820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.1067 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8163 | |
| Avg. volume 6M: | 24.1935 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 199.96% | |
| Volatility 6M: | 236.46% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
