UC WAR. CALL 09/24 AOMD/ DE000HC9XN78 /
2024-06-05 9:45:57 AM | Chg.+0.0700 | Bid9:47:34 AM | Ask9:47:34 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0000EUR | +7.53% | 0.9900 Bid Size: 45,000 |
1.0100 Ask Size: 45,000 |
ALSTOM S.A. INH. ... | 18.8624 EUR | 2024-09-18 | Call |
Master data
WKN: | HC9XN7 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ALSTOM S.A. INH. EO 7 |
Type: | Warrant |
Option type: | Call |
Strike price: | 18.86 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: | 17.31 |
Leverage: | Yes |
Calculated values
Fair value: | 1.76 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.38 |
Historic volatility: | 0.55 |
Parity: | -1.30 |
Time value: | 1.08 |
Break-even: | 19.88 |
Moneyness: | 0.93 |
Premium: | 0.13 |
Premium p.a.: | 0.51 |
Spread abs.: | 0.10 |
Spread %: | 10.20% |
Delta: | 0.43 |
Theta: | -0.01 |
Omega: | 7.46 |
Rho: | 0.02 |
Quote data
Open: | 0.9300 |
---|---|
High: | 1.0000 |
Low: | 0.9300 |
Previous Close: | 0.9300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -40.83% | ||
---|---|---|---|
1 Month | +81.82% | ||
3 Months | +1150.00% | ||
YTD | +163.16% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.6900 | 0.9300 |
---|---|---|
1M High / 1M Low: | 1.7300 | 0.5300 |
6M High / 6M Low: | 1.7300 | 0.0800 |
High (YTD): | 2024-05-28 | 1.7300 |
Low (YTD): | 2024-03-05 | 0.0800 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.3160 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1227 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4806 | |
Avg. volume 6M: | 3.2000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 255.45% | |
Volatility 6M: | 312.53% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |