UC WAR. CALL 12/24 CAR/ DE000HD6S6C0 /
2024-09-10 5:46:48 PM | Chg.+0.0500 | Bid5:52:31 PM | Ask5:52:31 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.3000EUR | +2.22% | 2.2600 Bid Size: 14,000 |
2.2800 Ask Size: 14,000 |
CARREFOUR S.A. INH.E... | 13.00 - | 2024-12-18 | Call |
Master data
WKN: | HD6S6C |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | CARREFOUR S.A. INH.EO 2,5 |
Type: | Warrant |
Option type: | Call |
Strike price: | 13.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2024-07-01 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.59 |
Leverage: | Yes |
Calculated values
Fair value: | 2.16 |
---|---|
Intrinsic value: | 1.97 |
Implied volatility: | 0.29 |
Historic volatility: | 0.21 |
Parity: | 1.97 |
Time value: | 0.30 |
Break-even: | 15.27 |
Moneyness: | 1.15 |
Premium: | 0.02 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.03 |
Spread %: | 1.34% |
Delta: | 0.86 |
Theta: | 0.00 |
Omega: | 5.66 |
Rho: | 0.03 |
Quote data
Open: | 2.2200 |
---|---|
High: | 2.3700 |
Low: | 2.2200 |
Previous Close: | 2.2500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +14.43% | ||
---|---|---|---|
1 Month | +60.84% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.2500 | 2.0100 |
---|---|---|
1M High / 1M Low: | 2.2500 | 1.3500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.0920 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.7686 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 71.53% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |