UniCredit Call 2 AT1 18.09.2024
/ DE000HC9D559
UniCredit Call 2 AT1 18.09.2024/ DE000HC9D559 /
7/12/2024 9:09:41 PM |
Chg.+0.010 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
+3.03% |
- Bid Size: - |
- Ask Size: - |
AROUNDTOWN EO-,01 |
2.00 - |
9/18/2024 |
Call |
Master data
WKN: |
HC9D55 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
AROUNDTOWN EO-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2.00 - |
Maturity: |
9/18/2024 |
Issue date: |
9/21/2023 |
Last trading day: |
9/17/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.08 |
Implied volatility: |
0.99 |
Historic volatility: |
0.62 |
Parity: |
0.08 |
Time value: |
0.31 |
Break-even: |
2.39 |
Moneyness: |
1.04 |
Premium: |
0.15 |
Premium p.a.: |
1.13 |
Spread abs.: |
0.07 |
Spread %: |
21.88% |
Delta: |
0.63 |
Theta: |
0.00 |
Omega: |
3.34 |
Rho: |
0.00 |
Quote data
Open: |
0.360 |
High: |
0.370 |
Low: |
0.340 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+47.83% |
1 Month |
|
|
+61.90% |
3 Months |
|
|
+36.00% |
YTD |
|
|
-55.26% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.200 |
1M High / 1M Low: |
0.340 |
0.160 |
6M High / 6M Low: |
0.560 |
0.160 |
High (YTD): |
1/2/2024 |
0.670 |
Low (YTD): |
6/26/2024 |
0.160 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.270 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.210 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.292 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
207.06% |
Volatility 6M: |
|
186.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |