UniCredit Call 16 XCA 18.12.2024
/ DE000HC86F76
UniCredit Call 16 XCA 18.12.2024/ DE000HC86F76 /
| 5/13/2024 8:02:11 PM |
Chg.+0.040 |
Bid5/13/2024 |
Ask5/13/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+8.00% |
0.540
Bid Size: 12,000 |
0.570
Ask Size: 12,000 |
CREDIT AGRICOLE INH.... |
16.00 EUR |
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 EUR |
| Maturity: |
12/18/2024 |
| Issue date: |
7/24/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
28.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.19 |
| Parity: |
-0.55 |
| Time value: |
0.55 |
| Break-even: |
16.55 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
10.00% |
| Delta: |
0.47 |
| Theta: |
0.00 |
| Omega: |
13.34 |
| Rho: |
0.04 |
Quote data
| Open: |
0.540 |
| High: |
0.560 |
| Low: |
0.540 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.71% |
| 1 Month |
|
|
+200.00% |
| 3 Months |
|
|
+694.12% |
| YTD |
|
|
+145.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.410 |
| 1M High / 1M Low: |
0.500 |
0.160 |
| 6M High / 6M Low: |
0.500 |
0.065 |
| High (YTD): |
5/10/2024 |
0.500 |
| Low (YTD): |
2/19/2024 |
0.065 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.314 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.193 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.23% |
| Volatility 6M: |
|
173.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
