UC WAR. CALL 12/24 XCA/ DE000HC7M9P3 /
| 05/08/2024 17:46:38 | Chg.-0.0100 | Bid17:58:26 | Ask17:58:26 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2500EUR | -3.85% | 0.2500 Bid Size: 30,000 |
0.2700 Ask Size: 30,000 |
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: | 36.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.13 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.19 |
| Parity: | -1.82 |
| Time value: | 0.36 |
| Break-even: | 15.36 |
| Moneyness: | 0.88 |
| Premium: | 0.16 |
| Premium p.a.: | 0.51 |
| Spread abs.: | 0.16 |
| Spread %: | 80.00% |
| Delta: | 0.28 |
| Theta: | 0.00 |
| Omega: | 10.22 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0300 |
|---|---|
| High: | 0.2500 |
| Low: | 0.0300 |
| Previous Close: | 0.2600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -43.18% | ||
|---|---|---|---|
| 1 Month | -37.50% | ||
| 3 Months | -60.94% | ||
| YTD | -30.56% | ||
| 1 Year | -34.21% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4600 | 0.2600 |
|---|---|---|
| 1M High / 1M Low: | 0.4600 | 0.2600 |
| 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: | 0.4040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3886 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4652 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3841 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 185.02% | |
| Volatility 6M: | 173.49% | |
| Volatility 1Y: | 148.23% | |
| Volatility 3Y: | - |
