UniCredit Call 14 XCA 18.12.2024/  DE000HC7M9N8  /

Frankfurt Zert./HVB
2024-05-28  11:57:25 AM Chg.-0.020 Bid9:55:52 PM Ask2024-05-28 Underlying Strike price Expiration date Option type
1.850EUR -1.07% -
Bid Size: -
-
Ask Size: -
CREDIT AGRICOLE INH.... 14.00 - 2024-12-18 Call
 

Master data

WKN: HC7M9N
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 2024-12-18
Issue date: 2023-06-23
Last trading day: 2024-05-28
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.04
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.19
Parity: -0.98
Time value: 1.85
Break-even: 15.85
Moneyness: 0.93
Premium: 0.22
Premium p.a.: 0.49
Spread abs.: -0.06
Spread %: -3.14%
Delta: 0.53
Theta: -0.01
Omega: 3.73
Rho: 0.02
 

Quote data

Open: 1.850
High: 1.870
Low: 1.830
Previous Close: 1.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+8.82%
3 Months  
+249.06%
YTD  
+208.33%
1 Year  
+560.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.870 1.700
6M High / 6M Low: 1.900 0.250
High (YTD): 2024-05-20 1.900
Low (YTD): 2024-02-16 0.250
52W High: 2024-05-20 1.900
52W Low: 2024-02-16 0.250
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.798
Avg. volume 1M:   0.000
Avg. price 6M:   0.759
Avg. volume 6M:   0.000
Avg. price 1Y:   0.557
Avg. volume 1Y:   0.000
Volatility 1M:   55.68%
Volatility 6M:   137.80%
Volatility 1Y:   130.75%
Volatility 3Y:   -