UniCredit Call 13 XCA 18.12.2024
/ DE000HD6J7P1
UniCredit Call 13 XCA 18.12.2024/ DE000HD6J7P1 /
| 2024-08-02 7:36:26 PM |
Chg.-0.460 |
Bid9:59:03 PM |
Ask9:59:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
-30.67% |
1.050
Bid Size: 4,000 |
1.210
Ask Size: 4,000 |
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: |
8.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
0.97 |
| Time value: |
0.64 |
| Break-even: |
14.61 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
6.62% |
| Delta: |
0.72 |
| Theta: |
0.00 |
| Omega: |
6.24 |
| Rho: |
0.03 |
Quote data
| Open: |
1.270 |
| High: |
1.270 |
| Low: |
0.930 |
| Previous Close: |
1.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.18% |
| 1 Month |
|
|
-7.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.580 |
1.040 |
| 1M High / 1M Low: |
1.580 |
1.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.424 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.381 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
