UniCredit Call 15 XCA 19.06.2024
/ DE000HC7DYC3
UniCredit Call 15 XCA 19.06.2024/ DE000HC7DYC3 /
| 2024-05-07 8:05:51 PM |
Chg.- |
Bid9:43:07 AM |
Ask9:43:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
- |
0.480
Bid Size: 45,000 |
0.490
Ask Size: 45,000 |
CREDIT AGRICOLE INH.... |
15.00 EUR |
2024-06-19 |
Call |
Master data
| WKN: |
HC7DYC |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-06-16 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.20 |
| Parity: |
0.28 |
| Time value: |
0.31 |
| Break-even: |
15.58 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.18 |
| Spread %: |
45.00% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
17.12 |
| Rho: |
0.01 |
Quote data
| Open: |
0.340 |
| High: |
0.410 |
| Low: |
0.340 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+150.00% |
| 1 Month |
|
|
+207.69% |
| 3 Months |
|
|
+1233.33% |
| YTD |
|
|
+185.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.180 |
| 1M High / 1M Low: |
0.400 |
0.041 |
| 6M High / 6M Low: |
0.400 |
0.009 |
| High (YTD): |
2024-05-07 |
0.400 |
| Low (YTD): |
2024-03-06 |
0.009 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.273 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.095 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
448.71% |
| Volatility 6M: |
|
376.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
