UC WAR. CALL 06/24 XCA/ DE000HD5HM22 /
| 10/06/2024 21:46:41 | Chg.-0.3500 | Bid21:59:27 | Ask21:59:27 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1700EUR | -67.31% | 0.1500 Bid Size: 12,000 |
0.2300 Ask Size: 12,000 |
CREDIT AGRICOLE INH.... | 14.20 - | 19/06/2024 | Call |
Master data
| WKN: | HD5HM2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CREDIT AGRICOLE INH. EO 3 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.20 - |
| Maturity: | 19/06/2024 |
| Issue date: | 13/05/2024 |
| Last trading day: | 18/06/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 27.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.48 |
|---|---|
| Intrinsic value: | 0.44 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.18 |
| Parity: | 0.44 |
| Time value: | 0.10 |
| Break-even: | 14.74 |
| Moneyness: | 1.03 |
| Premium: | 0.01 |
| Premium p.a.: | 0.32 |
| Spread abs.: | 0.09 |
| Spread %: | 20.00% |
| Delta: | 0.77 |
| Theta: | -0.01 |
| Omega: | 20.89 |
| Rho: | 0.00 |
Quote data
| Open: | 0.1200 |
|---|---|
| High: | 0.1900 |
| Low: | 0.1200 |
| Previous Close: | 0.5200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -77.03% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7400 | 0.4700 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
