UC WAR. CALL 12/24 XCA/ DE000HC86F76 /
| 06/08/2024 11:47:07 | Chg.-0.0270 | Bid13:30:41 | Ask13:30:41 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0930EUR | -22.50% | 0.0920 Bid Size: 100,000 |
0.1000 Ask Size: 100,000 |
CREDIT AGRICOLE INH.... | 16.00 - | 18/12/2024 | 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: | 18/12/2024 |
| Issue date: | 24/07/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 86.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.19 |
| Parity: | -3.04 |
| Time value: | 0.15 |
| Break-even: | 16.15 |
| Moneyness: | 0.81 |
| Premium: | 0.25 |
| Premium p.a.: | 0.82 |
| Spread abs.: | 0.04 |
| Spread %: | 36.36% |
| Delta: | 0.14 |
| Theta: | 0.00 |
| Omega: | 12.30 |
| Rho: | 0.01 |
Quote data
| Open: | 0.1300 |
|---|---|
| High: | 0.1300 |
| Low: | 0.0930 |
| Previous Close: | 0.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -55.71% | ||
|---|---|---|---|
| 1 Month | -51.05% | ||
| 3 Months | -77.32% | ||
| YTD | -57.73% | ||
| 1 Year | -66.79% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2100 | 0.1200 |
|---|---|---|
| 1M High / 1M Low: | 0.2200 | 0.1200 |
| 6M High / 6M Low: | 0.6600 | 0.0730 |
| High (YTD): | 20/05/2024 | 0.6600 |
| Low (YTD): | 15/02/2024 | 0.0730 |
| 52W High: | 20/05/2024 | 0.6600 |
| 52W Low: | 15/02/2024 | 0.0730 |
| Avg. price 1W: | 0.1740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1795 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2574 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2284 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 174.61% | |
| Volatility 6M: | 187.70% | |
| Volatility 1Y: | 160.64% | |
| Volatility 3Y: | - |
