UniCredit Call 55 AZ2 18.09.2024
/ DE000HC9XNH9
UniCredit Call 55 AZ2 18.09.2024/ DE000HC9XNH9 /
| 2024-07-31 6:06:12 PM |
Chg.+0.050 |
Bid6:44:20 PM |
Ask6:44:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+11.11% |
0.510
Bid Size: 15,000 |
0.530
Ask Size: 15,000 |
ANDRITZ AG |
55.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9XNH |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.38 |
| Time value: |
0.12 |
| Break-even: |
59.90 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
8.89% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
9.19 |
| Rho: |
0.05 |
Quote data
| Open: |
0.500 |
| High: |
0.510 |
| Low: |
0.500 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.67% |
| 1 Month |
|
|
+4.17% |
| 3 Months |
|
|
+163.16% |
| YTD |
|
|
-5.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.250 |
| 1M High / 1M Low: |
0.500 |
0.240 |
| 6M High / 6M Low: |
0.750 |
0.190 |
| High (YTD): |
2024-02-23 |
0.750 |
| Low (YTD): |
2024-04-30 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.357 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.456 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
373.15% |
| Volatility 6M: |
|
214.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
