UC WAR. CALL 09/24 XCA/ DE000HD6BYW6 /
| 2024-07-17 9:46:29 AM | Chg.-0.0100 | Bid10:10:26 AM | Ask10:10:26 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | -2.50% | 0.3800 Bid Size: 90,000 |
0.3900 Ask Size: 90,000 |
CREDIT AGRICOLE INH.... | 14.00 EUR | 2024-09-18 | Call |
Master data
| WKN: | HD6BYW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CREDIT AGRICOLE INH. EO 3 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-06-18 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 31.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.34 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.19 |
| Parity: | -0.31 |
| Time value: | 0.44 |
| Break-even: | 14.44 |
| Moneyness: | 0.98 |
| Premium: | 0.05 |
| Premium p.a.: | 0.36 |
| Spread abs.: | 0.04 |
| Spread %: | 10.00% |
| Delta: | 0.46 |
| Theta: | 0.00 |
| Omega: | 14.18 |
| Rho: | 0.01 |
Quote data
| Open: | 0.3900 |
|---|---|
| High: | 0.3900 |
| Low: | 0.3900 |
| Previous Close: | 0.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +25.81% | ||
|---|---|---|---|
| 1 Month | -2.50% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4000 | 0.3100 |
|---|---|---|
| 1M High / 1M Low: | 0.4500 | 0.2200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3377 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 259.92% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
