UC WAR. CALL 09/24 XCA/ DE000HD77YE4 /
8/23/2024 9:45:50 PM | Chg.+0.0300 | Bid9:59:08 PM | Ask9:59:08 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2500EUR | +13.64% | 0.2400 Bid Size: 15,000 |
0.2800 Ask Size: 15,000 |
CREDIT AGRICOLE INH.... | 13.80 EUR | 9/18/2024 | Call |
Master data
WKN: | HD77YE |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | CREDIT AGRICOLE INH. EO 3 |
Type: | Warrant |
Option type: | Call |
Strike price: | 13.80 EUR |
Maturity: | 9/18/2024 |
Issue date: | 7/22/2024 |
Last trading day: | 9/17/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 48.98 |
Leverage: | Yes |
Calculated values
Fair value: | 0.25 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.21 |
Historic volatility: | 0.19 |
Parity: | -0.09 |
Time value: | 0.28 |
Break-even: | 14.08 |
Moneyness: | 0.99 |
Premium: | 0.03 |
Premium p.a.: | 0.47 |
Spread abs.: | 0.04 |
Spread %: | 16.67% |
Delta: | 0.48 |
Theta: | -0.01 |
Omega: | 23.73 |
Rho: | 0.00 |
Quote data
Open: | 0.2100 |
---|---|
High: | 0.2500 |
Low: | 0.2100 |
Previous Close: | 0.2200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +13.64% | ||
---|---|---|---|
1 Month | -58.33% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2500 | 0.2000 |
---|---|---|
1M High / 1M Low: | 0.6500 | 0.1700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2280 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3218 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 256.68% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |