UniCredit Call 2.5 AT1 18.12.2024
/ DE000HC83H77
UniCredit Call 2.5 AT1 18.12.2024/ DE000HC83H77 /
2024-07-05 7:25:55 PM |
Chg.+0.020 |
Bid9:59:13 PM |
Ask9:59:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
+10.53% |
0.190 Bid Size: 20,000 |
0.250 Ask Size: 20,000 |
AROUNDTOWN EO-,01 |
2.50 - |
2024-12-18 |
Call |
Master data
WKN: |
HC83H7 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
AROUNDTOWN EO-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2.50 - |
Maturity: |
2024-12-18 |
Issue date: |
2023-07-18 |
Last trading day: |
2024-12-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.66 |
Historic volatility: |
0.62 |
Parity: |
-0.42 |
Time value: |
0.24 |
Break-even: |
2.74 |
Moneyness: |
0.83 |
Premium: |
0.32 |
Premium p.a.: |
0.83 |
Spread abs.: |
0.06 |
Spread %: |
33.33% |
Delta: |
0.44 |
Theta: |
0.00 |
Omega: |
3.82 |
Rho: |
0.00 |
Quote data
Open: |
0.200 |
High: |
0.210 |
Low: |
0.200 |
Previous Close: |
0.190 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+16.67% |
1 Month |
|
|
-34.38% |
3 Months |
|
|
+5.00% |
YTD |
|
|
-63.79% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.160 |
1M High / 1M Low: |
0.320 |
0.150 |
6M High / 6M Low: |
0.540 |
0.150 |
High (YTD): |
2024-02-05 |
0.540 |
Low (YTD): |
2024-06-26 |
0.150 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.176 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.192 |
Avg. volume 1M: |
|
1,136.364 |
Avg. price 6M: |
|
0.266 |
Avg. volume 6M: |
|
266.835 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
149.51% |
Volatility 6M: |
|
188.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |