UC WAR. CALL 09/24 AOMD/ DE000HC9XN52 /
| 2024-06-04 9:45:04 PM | Chg.- | Bid9:59:18 PM | Ask9:59:18 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.7700EUR | - | 3.7200 Bid Size: 3,000 |
3.8200 Ask Size: 3,000 |
ALSTOM S.A. INH. ... | 14.1468 EUR | 2024-09-18 | Call |
Master data
| WKN: | HC9XN5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALSTOM S.A. INH. EO 7 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.15 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: | 4.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.16 |
|---|---|
| Intrinsic value: | 3.34 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.55 |
| Parity: | 3.34 |
| Time value: | 0.47 |
| Break-even: | 17.74 |
| Moneyness: | 1.22 |
| Premium: | 0.03 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.10 |
| Spread %: | 2.70% |
| Delta: | 0.86 |
| Theta: | -0.01 |
| Omega: | 4.15 |
| Rho: | 0.03 |
Quote data
| Open: | 4.1000 |
|---|---|
| High: | 4.1000 |
| Low: | 3.7500 |
| Previous Close: | 4.2200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -27.78% | ||
|---|---|---|---|
| 1 Month | +77.83% | ||
| 3 Months | +538.98% | ||
| YTD | +255.66% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.2200 | 3.7700 |
|---|---|---|
| 1M High / 1M Low: | 5.3000 | 2.1200 |
| 6M High / 6M Low: | 5.3000 | 0.5900 |
| High (YTD): | 2024-05-28 | 5.3000 |
| Low (YTD): | 2024-03-11 | 0.5900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.5820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.8332 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5496 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 178.47% | |
| Volatility 6M: | 201.42% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
