UC WAR. CALL 12/24 XCA/ DE000HC86F76 /
| 2024-07-26 9:46:51 PM | Chg.0.0000 | Bid9:59:22 PM | Ask9:59:22 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2100EUR | 0.00% | 0.2000 Bid Size: 14,000 |
0.2400 Ask Size: 14,000 |
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: | 57.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.13 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.19 |
| Parity: | -2.12 |
| Time value: | 0.24 |
| Break-even: | 16.24 |
| Moneyness: | 0.87 |
| Premium: | 0.17 |
| Premium p.a.: | 0.49 |
| Spread abs.: | 0.04 |
| Spread %: | 20.00% |
| Delta: | 0.22 |
| Theta: | 0.00 |
| Omega: | 12.58 |
| Rho: | 0.01 |
Quote data
| Open: | 0.2100 |
|---|---|
| High: | 0.2100 |
| Low: | 0.2100 |
| Previous Close: | 0.2100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.55% | ||
|---|---|---|---|
| 1 Month | +50.00% | ||
| 3 Months | -32.26% | ||
| YTD | -4.55% | ||
| 1 Year | 0.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2200 | 0.2000 |
|---|---|---|
| 1M High / 1M Low: | 0.2200 | 0.1100 |
| 6M High / 6M Low: | 0.6600 | 0.0730 |
| High (YTD): | 2024-05-20 | 0.6600 |
| Low (YTD): | 2024-02-15 | 0.0730 |
| 52W High: | 2024-05-20 | 0.6600 |
| 52W Low: | 2024-02-15 | 0.0730 |
| Avg. price 1W: | 0.2100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1725 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2593 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2291 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 219.70% | |
| Volatility 6M: | 186.07% | |
| Volatility 1Y: | 164.36% | |
| Volatility 3Y: | - |
