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UniCredit Call 2.5 AT1 18.12.2024/  DE000HC83H77  /

EUWAX
9/3/2024  8:42:37 PM Chg.-0.030 Bid9:59:05 PM Ask9:59:05 PM Underlying Strike price Expiration date Option type
0.170EUR -15.00% 0.150
Bid Size: 20,000		 0.220
Ask Size: 20,000		 AROUNDTOWN EO-,01 2.50 - 12/18/2024 Call
 

Master data

WKN: HC83H7
Issuer: UniCredit
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 2.50 -
Maturity: 12/18/2024
Issue date: 7/18/2023
Last trading day: 12/17/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.00
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.89
Historic volatility: 0.63
Parity: -0.42
Time value: 0.26
Break-even: 2.76
Moneyness: 0.83
Premium: 0.33
Premium p.a.: 1.65
Spread abs.: 0.07
Spread %: 36.84%
Delta: 0.45
Theta: 0.00
Omega: 3.60
Rho: 0.00
 

Quote data

Open: 0.210
High: 0.210
Low: 0.170
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+88.89%
3 Months
  -43.33%
YTD
  -71.67%
1 Year
  -19.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.160
1M High / 1M Low: 0.220 0.120
6M High / 6M Low: 0.330 0.090
High (YTD): 2/1/2024 0.550
Low (YTD): 8/2/2024 0.090
52W High: 12/29/2023 0.600
52W Low: 8/2/2024 0.090
Avg. price 1W:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.163
Avg. volume 1M:   0.000
Avg. price 6M:   0.211
Avg. volume 6M:   410.156
Avg. price 1Y:   0.295
Avg. volume 1Y:   259.882
Volatility 1M:   215.15%
Volatility 6M:   213.88%
Volatility 1Y:   204.54%
Volatility 3Y:   -