UniCredit Call 2.5 AT1 18.12.2024
/ DE000HC83H77
UniCredit Call 2.5 AT1 18.12.2024/ DE000HC83H77 /
26/07/2024 20:31:33 |
Chg.+0.020 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
+15.38% |
- 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: |
10.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.64 |
Historic volatility: |
0.62 |
Parity: |
-0.42 |
Time value: |
0.20 |
Break-even: |
2.70 |
Moneyness: |
0.83 |
Premium: |
0.30 |
Premium p.a.: |
0.94 |
Spread abs.: |
0.06 |
Spread %: |
42.86% |
Delta: |
0.41 |
Theta: |
0.00 |
Omega: |
4.28 |
Rho: |
0.00 |
Quote data
Open: |
0.150 |
High: |
0.160 |
Low: |
0.150 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.14% |
1 Month |
|
|
-16.67% |
3 Months |
|
|
-40.00% |
YTD |
|
|
-75.00% |
1 Year |
|
|
-6.25% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.130 |
1M High / 1M Low: |
0.270 |
0.130 |
6M High / 6M Low: |
0.550 |
0.130 |
High (YTD): |
01/02/2024 |
0.550 |
Low (YTD): |
25/07/2024 |
0.130 |
52W High: |
29/12/2023 |
0.600 |
52W Low: |
25/07/2024 |
0.130 |
Avg. price 1W: |
|
0.152 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.187 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.239 |
Avg. volume 6M: |
|
421.260 |
Avg. price 1Y: |
|
0.297 |
Avg. volume 1Y: |
|
262.902 |
Volatility 1M: |
|
280.67% |
Volatility 6M: |
|
217.71% |
Volatility 1Y: |
|
196.72% |
Volatility 3Y: |
|
- |