UniCredit Call 2.5 AT1 18.12.2024
/ DE000HC83H77
UniCredit Call 2.5 AT1 18.12.2024/ DE000HC83H77 /
04/09/2024 12:01:19 |
Chg.+0.030 |
Bid04/09/2024 |
Ask04/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
+17.65% |
0.200 Bid Size: 125,000 |
0.210 Ask Size: 125,000 |
AROUNDTOWN EO-,01 |
2.50 - |
18/12/2024 |
Call |
Master data
WKN: |
HC83H7 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
AROUNDTOWN EO-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2.50 - |
Maturity: |
18/12/2024 |
Issue date: |
18/07/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.80 |
Historic volatility: |
0.63 |
Parity: |
-0.42 |
Time value: |
0.22 |
Break-even: |
2.72 |
Moneyness: |
0.83 |
Premium: |
0.31 |
Premium p.a.: |
1.54 |
Spread abs.: |
0.07 |
Spread %: |
46.67% |
Delta: |
0.42 |
Theta: |
0.00 |
Omega: |
4.01 |
Rho: |
0.00 |
Quote data
Open: |
0.200 |
High: |
0.200 |
Low: |
0.200 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-9.09% |
1 Month |
|
|
+81.82% |
3 Months |
|
|
-35.48% |
YTD |
|
|
-65.52% |
1 Year |
|
|
-9.09% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.160 |
1M High / 1M Low: |
0.220 |
0.130 |
6M High / 6M Low: |
0.340 |
0.110 |
High (YTD): |
05/02/2024 |
0.540 |
Low (YTD): |
02/08/2024 |
0.110 |
52W High: |
29/12/2023 |
0.580 |
52W Low: |
02/08/2024 |
0.110 |
Avg. price 1W: |
|
0.186 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.166 |
Avg. volume 1M: |
|
909.091 |
Avg. price 6M: |
|
0.216 |
Avg. volume 6M: |
|
921.612 |
Avg. price 1Y: |
|
0.297 |
Avg. volume 1Y: |
|
503.469 |
Volatility 1M: |
|
207.28% |
Volatility 6M: |
|
191.83% |
Volatility 1Y: |
|
187.12% |
Volatility 3Y: |
|
- |