UC WAR. CALL 12/24 XCA/ DE000HC7M9P3 /
| 9/18/2024 11:45:27 AM | Chg.+0.0400 | Bid11:50:17 AM | Ask11:50:17 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4800EUR | +9.09% | 0.4900 Bid Size: 80,000 |
0.5000 Ask Size: 80,000 |
CREDIT AGRICOLE INH.... | 15.00 - | 12/18/2024 | 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: | 12/18/2024 |
| Issue date: | 6/23/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 30.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.33 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.19 |
| Parity: | -0.64 |
| Time value: | 0.47 |
| Break-even: | 15.47 |
| Moneyness: | 0.96 |
| Premium: | 0.08 |
| Premium p.a.: | 0.35 |
| Spread abs.: | 0.04 |
| Spread %: | 9.30% |
| Delta: | 0.41 |
| Theta: | 0.00 |
| Omega: | 12.48 |
| Rho: | 0.01 |
Quote data
| Open: | 0.4200 |
|---|---|
| High: | 0.4800 |
| Low: | 0.4200 |
| Previous Close: | 0.4400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.67% | ||
|---|---|---|---|
| 1 Month | +108.70% | ||
| 3 Months | +33.33% | ||
| YTD | +33.33% | ||
| 1 Year | +71.43% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4500 | 0.4000 |
|---|---|---|
| 1M High / 1M Low: | 0.4500 | 0.2200 |
| 6M High / 6M Low: | 1.1300 | 0.1900 |
| High (YTD): | 5/20/2024 | 1.1300 |
| Low (YTD): | 2/15/2024 | 0.1300 |
| 52W High: | 5/20/2024 | 1.1300 |
| 52W Low: | 2/15/2024 | 0.1300 |
| Avg. price 1W: | 0.4280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3391 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4871 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3820 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 183.64% | |
| Volatility 6M: | 166.20% | |
| Volatility 1Y: | 154.87% | |
| Volatility 3Y: | - |
