UniCredit Call 13 XCA 18.12.2024/  DE000HD6J7P1  /

EUWAX
2024-06-28  8:48:39 PM Chg.-0.050 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.910EUR -5.21% -
Bid Size: -
-
Ask Size: -
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: 11.91
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.19
Parity: -0.26
Time value: 1.07
Break-even: 14.07
Moneyness: 0.98
Premium: 0.10
Premium p.a.: 0.23
Spread abs.: 0.15
Spread %: 16.30%
Delta: 0.54
Theta: 0.00
Omega: 6.40
Rho: 0.03
 

Quote data

Open: 0.950
High: 0.950
Low: 0.900
Previous Close: 0.960
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -