UC WAR. CALL 12/24 XCA/ DE000HC86F76 /
| 9/20/2024 9:46:50 PM | Chg.+0.0100 | Bid9:59:03 PM | Ask9:59:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2100EUR | +5.00% | 0.1800 Bid Size: 12,000 |
0.2400 Ask Size: 12,000 |
CREDIT AGRICOLE INH.... | 16.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC86F7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CREDIT AGRICOLE INH. EO 3 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 7/24/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 60.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.19 |
| Parity: | -1.54 |
| Time value: | 0.24 |
| Break-even: | 16.24 |
| Moneyness: | 0.90 |
| Premium: | 0.12 |
| Premium p.a.: | 0.62 |
| Spread abs.: | 0.06 |
| Spread %: | 33.33% |
| Delta: | 0.24 |
| Theta: | 0.00 |
| Omega: | 14.63 |
| Rho: | 0.01 |
Quote data
| Open: | 0.1700 |
|---|---|
| High: | 0.2100 |
| Low: | 0.1700 |
| Previous Close: | 0.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +23.53% | ||
|---|---|---|---|
| 1 Month | +90.91% | ||
| 3 Months | +40.00% | ||
| YTD | -4.55% | ||
| 1 Year | +10.53% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2100 | 0.1500 |
|---|---|---|
| 1M High / 1M Low: | 0.2100 | 0.1000 |
| 6M High / 6M Low: | 0.6600 | 0.0900 |
| High (YTD): | 5/20/2024 | 0.6600 |
| Low (YTD): | 2/15/2024 | 0.0730 |
| 52W High: | 5/20/2024 | 0.6600 |
| 52W Low: | 2/15/2024 | 0.0730 |
| Avg. price 1W: | 0.1920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1539 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2607 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2177 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 180.48% | |
| Volatility 6M: | 176.10% | |
| Volatility 1Y: | 165.02% | |
| Volatility 3Y: | - |
