UniCredit Call 16.9762 AOMD 18.09.2024
/ DE000HC9XN60
UniCredit Call 16.9762 AOMD 18.09.../ DE000HC9XN60 /
| 6/7/2024 8:51:04 PM |
Chg.-0.30 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.86EUR |
-13.89% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.61 |
| 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.: |
0.24 |
| Spread abs.: |
0.10 |
| Spread %: |
5.43% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
6.22 |
| Rho: |
0.03 |
Quote data
| Open: |
2.10 |
| High: |
2.10 |
| Low: |
1.86 |
| Previous Close: |
2.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.13% |
| 1 Month |
|
|
+57.63% |
| 3 Months |
|
|
+541.38% |
| YTD |
|
|
+257.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
1.71 |
| 1M High / 1M Low: |
2.89 |
1.18 |
| 6M High / 6M Low: |
2.89 |
0.19 |
| High (YTD): |
5/28/2024 |
2.89 |
| Low (YTD): |
3/5/2024 |
0.19 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.78 |
| Avg. volume 6M: |
|
24.19 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.56% |
| Volatility 6M: |
|
265.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
