UC WAR. CALL 09/24 XCA/ DE000HD4VSX9 /
| 7/24/2024 11:46:39 AM | Chg.- | Bid1:02:48 PM | Ask7/24/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5400EUR | - | 1.6300 Bid Size: 45,000 |
- Ask Size: 45,000 |
CREDIT AGRICOLE INH.... | 12.50 - | 9/18/2024 | Call |
Master data
| WKN: | HD4VSX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CREDIT AGRICOLE INH. EO 3 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.50 - |
| Maturity: | 9/18/2024 |
| Issue date: | 4/22/2024 |
| Last trading day: | 7/24/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.89 |
|---|---|
| Intrinsic value: | 0.81 |
| Implied volatility: | 0.69 |
| Historic volatility: | 0.19 |
| Parity: | 0.81 |
| Time value: | 0.75 |
| Break-even: | 14.05 |
| Moneyness: | 1.06 |
| Premium: | 0.06 |
| Premium p.a.: | 0.79 |
| Spread abs.: | -0.03 |
| Spread %: | -1.90% |
| Delta: | 0.66 |
| Theta: | -0.02 |
| Omega: | 5.69 |
| Rho: | 0.01 |
Quote data
| Open: | 1.6600 |
|---|---|
| High: | 1.6600 |
| Low: | 1.5400 |
| Previous Close: | 1.7100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +14.93% | ||
| 3 Months | -51.11% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.7100 | 1.3400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.5488 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 112.10% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
