UniCredit Call 13 XCA 18.12.2024
/ DE000HD6J7P1
UniCredit Call 13 XCA 18.12.2024/ DE000HD6J7P1 /
| 15/08/2024 20:59:15 |
Chg.+0.10 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
+10.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
12.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
0.31 |
| Time value: |
0.73 |
| Break-even: |
14.03 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
4.04% |
| Delta: |
0.62 |
| Theta: |
0.00 |
| Omega: |
8.05 |
| Rho: |
0.02 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.40% |
| 1 Month |
|
|
-19.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.10 |
0.97 |
| 1M High / 1M Low: |
1.59 |
0.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
