UC WAR. CALL 12/24 XCA/ DE000HC7M9P3 /
| 06/08/2024 09:45:07 | Chg.-0.0200 | Bid06/08/2024 | Ask06/08/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2300EUR | -8.00% | 0.2200 Bid Size: 100,000 |
0.2300 Ask Size: 100,000 |
CREDIT AGRICOLE INH.... | 15.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC7M9P |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CREDIT AGRICOLE INH. EO 3 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 23/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 48.00 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.10 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.19 |
| Parity: | -2.04 |
| Time value: | 0.27 |
| Break-even: | 15.27 |
| Moneyness: | 0.86 |
| Premium: | 0.18 |
| Premium p.a.: | 0.56 |
| Spread abs.: | 0.04 |
| Spread %: | 17.39% |
| Delta: | 0.23 |
| Theta: | 0.00 |
| Omega: | 11.24 |
| Rho: | 0.01 |
Quote data
| Open: | 0.2700 |
|---|---|
| High: | 0.2700 |
| Low: | 0.2300 |
| Previous Close: | 0.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -47.73% | ||
|---|---|---|---|
| 1 Month | -42.50% | ||
| 3 Months | -68.49% | ||
| YTD | -36.11% | ||
| 1 Year | -39.47% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4600 | 0.2500 |
|---|---|---|
| 1M High / 1M Low: | 0.4600 | 0.2500 |
| 6M High / 6M Low: | 1.1300 | 0.1300 |
| High (YTD): | 20/05/2024 | 1.1300 |
| Low (YTD): | 15/02/2024 | 0.1300 |
| 52W High: | 20/05/2024 | 1.1300 |
| 52W Low: | 15/02/2024 | 0.1300 |
| Avg. price 1W: | 0.3660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3814 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4645 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3835 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 182.50% | |
| Volatility 6M: | 173.59% | |
| Volatility 1Y: | 148.00% | |
| Volatility 3Y: | - |
