UniCredit Call 13 XCA 18.12.2024
/ DE000HD6J7P1
UniCredit Call 13 XCA 18.12.2024/ DE000HD6J7P1 /
| 9/26/2024 8:53:58 PM |
Chg.- |
Bid11:20:12 AM |
Ask11:20:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
- |
1.33
Bid Size: 50,000 |
1.34
Ask Size: 50,000 |
CREDIT AGRICOLE INH.... |
13.00 - |
12/18/2024 |
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: |
12/18/2024 |
| Issue date: |
6/24/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
1.00 |
| Time value: |
0.44 |
| Break-even: |
14.43 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
4.38% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
7.24 |
| Rho: |
0.02 |
Quote data
| Open: |
1.37 |
| High: |
1.40 |
| Low: |
1.37 |
| Previous Close: |
1.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.11% |
| 1 Month |
|
|
+10.32% |
| 3 Months |
|
|
+44.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.25 |
| 1M High / 1M Low: |
1.78 |
1.25 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
