UC WAR. CALL 12/24 XCA/ DE000HD6J7P1 /
09/09/2024 09:46:36 | Chg.+0.0900 | Bid10:17:00 | Ask10:17:00 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.6700EUR | +5.70% | 1.6500 Bid Size: 45,000 |
1.6600 Ask Size: 45,000 |
CREDIT AGRICOLE INH.... | 13.00 - | 18/12/2024 | 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: | 18/12/2024 |
Issue date: | 24/06/2024 |
Last trading day: | 17/12/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 8.17 |
Leverage: | Yes |
Calculated values
Fair value: | 1.38 |
---|---|
Intrinsic value: | 1.13 |
Implied volatility: | 0.35 |
Historic volatility: | 0.19 |
Parity: | 1.13 |
Time value: | 0.60 |
Break-even: | 14.73 |
Moneyness: | 1.09 |
Premium: | 0.04 |
Premium p.a.: | 0.16 |
Spread abs.: | 0.17 |
Spread %: | 10.90% |
Delta: | 0.73 |
Theta: | -0.01 |
Omega: | 5.94 |
Rho: | 0.02 |
Quote data
Open: | 1.6200 |
---|---|
High: | 1.6700 |
Low: | 1.6200 |
Previous Close: | 1.5800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +4.38% | ||
---|---|---|---|
1 Month | +70.41% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.6300 | 1.4000 |
---|---|---|
1M High / 1M Low: | 1.6300 | 0.9800 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.5460 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2595 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 113.41% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |