UC WAR. CALL 09/24 AT1/ DE000HC9VNA8 /
| 9/4/2024 1:46:44 PM | Chg.-0.0090 | Bid2:20:20 PM | Ask9/4/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0230EUR | -28.13% | 0.0260 Bid Size: 125,000 |
- Ask Size: 150,000 |
AROUNDTOWN EO-,01 | 2.50 - | 9/18/2024 | Call |
Master data
| WKN: | HC9VNA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AROUNDTOWN EO-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 2.50 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/12/2023 |
| Last trading day: | 9/4/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 28.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 1.24 |
| Historic volatility: | 0.63 |
| Parity: | -0.42 |
| Time value: | 0.07 |
| Break-even: | 2.57 |
| Moneyness: | 0.83 |
| Premium: | 0.24 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.07 |
| Spread %: | 7,100.00% |
| Delta: | 0.26 |
| Theta: | -0.01 |
| Omega: | 7.63 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0010 |
|---|---|
| High: | 0.0230 |
| Low: | 0.0010 |
| Previous Close: | 0.0320 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -53.06% | ||
|---|---|---|---|
| 1 Month | +76.92% | ||
| 3 Months | -87.89% | ||
| YTD | -95.49% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0490 | 0.0320 |
|---|---|---|
| 1M High / 1M Low: | 0.0490 | 0.0100 |
| 6M High / 6M Low: | 0.2300 | 0.0100 |
| High (YTD): | 1/2/2024 | 0.4700 |
| Low (YTD): | 8/5/2024 | 0.0100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0398 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0299 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1086 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 786.48% | |
| Volatility 6M: | 404.91% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
