UC WAR. CALL 09/24 XCA/ DE000HC9XNV0 /
| 7/10/2024 9:45:08 PM | Chg.-0.0060 | Bid9:59:09 PM | Ask9:59:09 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0840EUR | -6.67% | 0.0800 Bid Size: 14,000 |
0.1200 Ask Size: 14,000 |
CREDIT AGRICOLE INH.... | 15.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9XNV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CREDIT AGRICOLE INH. EO 3 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/17/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 111.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.19 |
| Parity: | -1.62 |
| Time value: | 0.12 |
| Break-even: | 15.12 |
| Moneyness: | 0.89 |
| Premium: | 0.13 |
| Premium p.a.: | 0.89 |
| Spread abs.: | 0.04 |
| Spread %: | 50.00% |
| Delta: | 0.17 |
| Theta: | 0.00 |
| Omega: | 18.70 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0900 |
|---|---|
| High: | 0.0900 |
| Low: | 0.0840 |
| Previous Close: | 0.0900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.58% | ||
|---|---|---|---|
| 1 Month | -76.00% | ||
| 3 Months | -65.00% | ||
| YTD | -61.82% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1600 | 0.0900 |
|---|---|---|
| 1M High / 1M Low: | 0.3500 | 0.0660 |
| 6M High / 6M Low: | 0.9400 | 0.0540 |
| High (YTD): | 5/17/2024 | 0.9400 |
| Low (YTD): | 2/15/2024 | 0.0540 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1250 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1547 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2769 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 381.91% | |
| Volatility 6M: | 242.60% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
