UC WAR. CALL 09/24 CAR/ DE000HD0A2P7 /
| 28/05/2024 11:46:05 | Chg.-0.0600 | Bid12:45:00 | Ask12:45:00 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6600EUR | -8.33% | 0.5800 Bid Size: 50,000 |
0.5900 Ask Size: 50,000 |
CARREFOUR S.A. INH.E... | 16.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD0A2P |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CARREFOUR S.A. INH.EO 2,5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 30/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 22.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.01 |
|---|---|
| Intrinsic value: | 0.33 |
| Implied volatility: | 0.12 |
| Historic volatility: | 0.20 |
| Parity: | 0.33 |
| Time value: | 0.42 |
| Break-even: | 16.74 |
| Moneyness: | 1.02 |
| Premium: | 0.03 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.05 |
| Spread %: | 7.25% |
| Delta: | 0.69 |
| Theta: | 0.00 |
| Omega: | 15.26 |
| Rho: | 0.03 |
Quote data
| Open: | 0.7200 |
|---|---|
| High: | 0.7200 |
| Low: | 0.6600 |
| Previous Close: | 0.7200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.71% | ||
|---|---|---|---|
| 1 Month | -4.35% | ||
| 3 Months | -21.43% | ||
| YTD | -61.63% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7200 | 0.6600 |
|---|---|---|
| 1M High / 1M Low: | 1.1600 | 0.5000 |
| 6M High / 6M Low: | 2.3900 | 0.5000 |
| High (YTD): | 04/01/2024 | 1.8100 |
| Low (YTD): | 02/05/2024 | 0.5000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7285 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1346 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 239.94% | |
| Volatility 6M: | 176.35% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
