UC WAR. CALL 09/24 XCA/ DE000HD6J7N6 /
| 8/15/2024 9:46:38 PM | Chg.- | Bid9:59:04 PM | Ask9:59:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7200EUR | - | 0.7000 Bid Size: 8,000 |
0.7400 Ask Size: 8,000 |
CREDIT AGRICOLE INH.... | 13.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD6J7N |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CREDIT AGRICOLE INH. EO 3 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 6/24/2024 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 21.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.51 |
|---|---|
| Intrinsic value: | 0.31 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.19 |
| Parity: | 0.31 |
| Time value: | 0.32 |
| Break-even: | 13.62 |
| Moneyness: | 1.02 |
| Premium: | 0.02 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.04 |
| Spread %: | 6.90% |
| Delta: | 0.64 |
| Theta: | -0.01 |
| Omega: | 13.82 |
| Rho: | 0.01 |
Quote data
| Open: | 0.5900 |
|---|---|
| High: | 0.7300 |
| Low: | 0.5900 |
| Previous Close: | 0.5900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +28.57% | ||
|---|---|---|---|
| 1 Month | -30.77% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7200 | 0.5600 |
|---|---|---|
| 1M High / 1M Low: | 1.2700 | 0.5100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9257 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 192.52% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
