UC WAR. CALL 12/24 XCA/ DE000HD6J7P1 /
| 2024-09-10 11:46:44 AM | Chg.+0.1000 | Bid12:21:46 PM | Ask12:21:46 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8200EUR | +5.81% | 1.7700 Bid Size: 45,000 |
1.7800 Ask Size: 45,000 |
CREDIT AGRICOLE INH.... | 13.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD6J7P |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CREDIT AGRICOLE INH. EO 3 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-06-24 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.50 |
|---|---|
| Intrinsic value: | 1.28 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.19 |
| Parity: | 1.28 |
| Time value: | 0.48 |
| Break-even: | 14.75 |
| Moneyness: | 1.10 |
| Premium: | 0.03 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.04 |
| Spread %: | 2.34% |
| Delta: | 0.76 |
| Theta: | 0.00 |
| Omega: | 6.22 |
| Rho: | 0.02 |
Quote data
| Open: | 1.6800 |
|---|---|
| High: | 1.8200 |
| Low: | 1.6800 |
| Previous Close: | 1.7200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +30.00% | ||
|---|---|---|---|
| 1 Month | +85.71% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7200 | 1.4000 |
|---|---|---|
| 1M High / 1M Low: | 1.7200 | 0.9900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2948 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 115.30% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
