UniCredit Call 13 XCA 18.12.2024/  DE000HD6J7P1  /

EUWAX
2024-11-15  8:18:24 PM Chg.- Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.530EUR - -
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: 17.47
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.28
Implied volatility: 0.38
Historic volatility: 0.19
Parity: 0.28
Time value: 0.49
Break-even: 13.76
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.51
Spread abs.: 0.21
Spread %: 38.18%
Delta: 0.60
Theta: -0.01
Omega: 10.56
Rho: 0.01
 

Quote data

Open: 0.550
High: 0.620
Low: 0.530
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.02%
1 Month
  -66.67%
3 Months
  -53.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.430
1M High / 1M Low: 1.590 0.430
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.486
Avg. volume 1W:   0.000
Avg. price 1M:   1.106
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   228.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -