UniCredit Call 15 CAR 18.09.2024
/ DE000HC9XNY4
UniCredit Call 15 CAR 18.09.2024/ DE000HC9XNY4 /
| 2024-06-06 7:32:51 PM |
Chg.-0.050 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-5.81% |
0.800
Bid Size: 8,000 |
0.840
Ask Size: 8,000 |
CARREFOUR S.A. INH.E... |
15.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9XNY |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| 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: |
15.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
-0.06 |
| Time value: |
0.99 |
| Break-even: |
15.99 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.18 |
| Spread %: |
22.22% |
| Delta: |
0.55 |
| Theta: |
-0.01 |
| Omega: |
8.28 |
| Rho: |
0.02 |
Quote data
| Open: |
0.800 |
| High: |
0.820 |
| Low: |
0.730 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.95% |
| 1 Month |
|
|
-23.58% |
| 3 Months |
|
|
-40.44% |
| YTD |
|
|
-65.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.860 |
| 1M High / 1M Low: |
1.960 |
0.860 |
| 6M High / 6M Low: |
2.930 |
0.860 |
| High (YTD): |
2024-01-04 |
2.450 |
| Low (YTD): |
2024-06-05 |
0.860 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.924 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.257 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.593 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.49% |
| Volatility 6M: |
|
163.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
