UC WAR. CALL 12/24 XCA/ DE000HC86F76 /
| 2024-10-11 9:46:32 PM | Chg.-0.0020 | Bid9:59:38 PM | Ask9:59:38 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0810EUR | -2.41% | 0.0100 Bid Size: 12,000 |
0.2300 Ask Size: 12,000 |
CREDIT AGRICOLE INH.... | 16.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC86F7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CREDIT AGRICOLE INH. EO 3 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-07-24 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 60.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.19 |
| Parity: | -2.19 |
| Time value: | 0.23 |
| Break-even: | 16.23 |
| Moneyness: | 0.86 |
| Premium: | 0.18 |
| Premium p.a.: | 1.41 |
| Spread abs.: | 0.22 |
| Spread %: | 2,200.00% |
| Delta: | 0.20 |
| Theta: | 0.00 |
| Omega: | 12.26 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0410 |
|---|---|
| High: | 0.0810 |
| Low: | 0.0410 |
| Previous Close: | 0.0830 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.00% | ||
|---|---|---|---|
| 1 Month | -52.35% | ||
| 3 Months | -46.00% | ||
| YTD | -63.18% | ||
| 1 Year | -46.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0850 | 0.0800 |
|---|---|---|
| 1M High / 1M Low: | 0.2100 | 0.0670 |
| 6M High / 6M Low: | 0.6600 | 0.0670 |
| High (YTD): | 2024-05-20 | 0.6600 |
| Low (YTD): | 2024-09-30 | 0.0670 |
| 52W High: | 2024-05-20 | 0.6600 |
| 52W Low: | 2024-09-30 | 0.0670 |
| Avg. price 1W: | 0.0818 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1158 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2444 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2128 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 315.89% | |
| Volatility 6M: | 206.72% | |
| Volatility 1Y: | 180.39% | |
| Volatility 3Y: | - |
