UniCredit Call 13.5 XCA 18.09.2024
/ DE000HD6BYV8
UniCredit Call 13.5 XCA 18.09.202.../ DE000HD6BYV8 /
22/07/2024 20:34:37 |
Chg.+0.090 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
+11.54% |
- Bid Size: - |
- Ask Size: - |
CREDIT AGRICOLE INH.... |
13.50 EUR |
18/09/2024 |
Call |
Master data
WKN: |
HD6BYV |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
CREDIT AGRICOLE INH. EO 3 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
13.50 EUR |
Maturity: |
18/09/2024 |
Issue date: |
18/06/2024 |
Last trading day: |
17/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
15.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.69 |
Intrinsic value: |
0.38 |
Implied volatility: |
0.29 |
Historic volatility: |
0.19 |
Parity: |
0.38 |
Time value: |
0.50 |
Break-even: |
14.38 |
Moneyness: |
1.03 |
Premium: |
0.04 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.10 |
Spread %: |
12.82% |
Delta: |
0.64 |
Theta: |
-0.01 |
Omega: |
10.04 |
Rho: |
0.01 |
Quote data
Open: |
0.790 |
High: |
0.870 |
Low: |
0.790 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+45.00% |
1 Month |
|
|
+70.59% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.600 |
1M High / 1M Low: |
0.780 |
0.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.702 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.571 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
220.74% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |