UC WAR. CALL 09/24 XCA/ DE000HC9XNV0 /
| 2024-06-21 5:45:40 PM | Chg.-0.0100 | Bid2024-06-21 | Ask2024-06-21 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1300EUR | -7.14% | 0.1300 Bid Size: 30,000 |
0.1500 Ask Size: 30,000 |
CREDIT AGRICOLE INH.... | 15.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9XNV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CREDIT AGRICOLE INH. EO 3 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 82.41 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.19 |
| Parity: | -1.82 |
| Time value: | 0.16 |
| Break-even: | 15.16 |
| Moneyness: | 0.88 |
| Premium: | 0.15 |
| Premium p.a.: | 0.77 |
| Spread abs.: | 0.04 |
| Spread %: | 33.33% |
| Delta: | 0.19 |
| Theta: | 0.00 |
| Omega: | 15.36 |
| Rho: | 0.01 |
Quote data
| Open: | 0.1400 |
|---|---|
| High: | 0.1400 |
| Low: | 0.1300 |
| Previous Close: | 0.1400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -23.53% | ||
|---|---|---|---|
| 1 Month | -84.15% | ||
| 3 Months | -13.33% | ||
| YTD | -40.91% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1800 | 0.1400 |
|---|---|---|
| 1M High / 1M Low: | 0.8900 | 0.1400 |
| 6M High / 6M Low: | 0.9400 | 0.0540 |
| High (YTD): | 2024-05-17 | 0.9400 |
| Low (YTD): | 2024-02-15 | 0.0540 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5043 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2933 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 236.36% | |
| Volatility 6M: | 207.53% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
