UniCredit Call 2.5 AT1 18.12.2024
/ DE000HC83H77
UniCredit Call 2.5 AT1 18.12.2024/ DE000HC83H77 /
07/10/2024 21:12:44 |
Chg.-0.110 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
-18.33% |
- Bid Size: - |
- Ask Size: - |
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: |
2.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
2.65 |
Historic volatility: |
0.63 |
Parity: |
-0.42 |
Time value: |
0.82 |
Break-even: |
3.32 |
Moneyness: |
0.83 |
Premium: |
0.60 |
Premium p.a.: |
9.70 |
Spread abs.: |
0.38 |
Spread %: |
86.36% |
Delta: |
0.67 |
Theta: |
-0.01 |
Omega: |
1.70 |
Rho: |
0.00 |
Quote data
Open: |
0.560 |
High: |
0.570 |
Low: |
0.490 |
Previous Close: |
0.600 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.95% |
1 Month |
|
|
+113.04% |
3 Months |
|
|
+145.00% |
YTD |
|
|
-18.33% |
1 Year |
|
|
+32.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.430 |
1M High / 1M Low: |
0.600 |
0.230 |
6M High / 6M Low: |
0.600 |
0.090 |
High (YTD): |
04/10/2024 |
0.600 |
Low (YTD): |
02/08/2024 |
0.090 |
52W High: |
04/10/2024 |
0.600 |
52W Low: |
02/08/2024 |
0.090 |
Avg. price 1W: |
|
0.542 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.417 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.240 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.304 |
Avg. volume 1Y: |
|
260.906 |
Volatility 1M: |
|
338.59% |
Volatility 6M: |
|
231.43% |
Volatility 1Y: |
|
219.95% |
Volatility 3Y: |
|
- |