UC WAR. CALL 09/24 XCA/ DE000HC9XNV0 /
7/25/2024 11:46:12 AM | Chg.-0.0400 | Bid7/25/2024 | Ask7/25/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1100EUR | -26.67% | 0.1000 Bid Size: 100,000 |
0.1100 Ask Size: 100,000 |
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: | 87.41 |
Leverage: | Yes |
Calculated values
Fair value: | 0.11 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.19 |
Parity: | -1.02 |
Time value: | 0.16 |
Break-even: | 15.16 |
Moneyness: | 0.93 |
Premium: | 0.08 |
Premium p.a.: | 0.71 |
Spread abs.: | 0.04 |
Spread %: | 33.33% |
Delta: | 0.24 |
Theta: | 0.00 |
Omega: | 20.78 |
Rho: | 0.00 |
Quote data
Open: | 0.1500 |
---|---|
High: | 0.1500 |
Low: | 0.1100 |
Previous Close: | 0.1500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -21.43% | ||
---|---|---|---|
1 Month | -8.33% | ||
3 Months | -66.67% | ||
YTD | -50.00% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1600 | 0.1200 |
---|---|---|
1M High / 1M Low: | 0.1600 | 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: | 0.1440 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1135 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2650 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 382.90% | |
Volatility 6M: | 251.18% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |