UC WAR. CALL 12/24 AOMD/ DE000HC9XNC0 /
| 06/06/2024 21:45:54 | Chg.+0.0300 | Bid21:59:21 | Ask21:59:21 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1700EUR | +2.63% | 1.1500 Bid Size: 6,000 |
1.2500 Ask Size: 6,000 |
ALSTOM S.A. INH. ... | 20.7487 EUR | 18/12/2024 | Call |
Master data
| WKN: | HC9XNC |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALSTOM S.A. INH. EO 7 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.75 EUR |
| Maturity: | 18/12/2024 |
| Issue date: | 17/10/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1.06 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.55 |
| Parity: | -3.11 |
| Time value: | 1.39 |
| Break-even: | 22.06 |
| Moneyness: | 0.86 |
| Premium: | 0.24 |
| Premium p.a.: | 0.49 |
| Spread abs.: | 0.42 |
| Spread %: | 43.30% |
| Delta: | 0.39 |
| Theta: | -0.01 |
| Omega: | 5.36 |
| Rho: | 0.03 |
Quote data
| Open: | 1.1700 |
|---|---|
| High: | 1.1700 |
| Low: | 1.1200 |
| Previous Close: | 1.1400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -26.42% | ||
|---|---|---|---|
| 1 Month | +112.73% | ||
| 3 Months | +265.63% | ||
| YTD | +200.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5900 | 0.9700 |
|---|---|---|
| 1M High / 1M Low: | 1.6000 | 0.5400 |
| 6M High / 6M Low: | 1.6000 | 0.2500 |
| High (YTD): | 28/05/2024 | 1.6000 |
| Low (YTD): | 03/01/2024 | 0.2900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1096 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5511 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 230.30% | |
| Volatility 6M: | 222.76% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
