OverviewChartNewsTraderScreen

UniCredit Call 15 XCA 18.12.2024/  DE000HC7M9P3  /

Frankfurt Zert./HVB
05/08/2024  19:41:37 Chg.+0.020 Bid21:13:23 Ask21:13:23 Underlying Strike price Expiration date Option type
0.250EUR +8.70% 0.240
Bid Size: 15,000		 0.260
Ask Size: 15,000		 CREDIT AGRICOLE INH.... 15.00 - 18/12/2024 Call
 

Master data

WKN: HC7M9P
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 18/12/2024
Issue date: 23/06/2023
Last trading day: 17/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 36.63
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.19
Parity: -1.82
Time value: 0.36
Break-even: 15.36
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.51
Spread abs.: 0.16
Spread %: 80.00%
Delta: 0.28
Theta: 0.00
Omega: 10.22
Rho: 0.01
 

Quote data

Open: 0.130
High: 0.260
Low: 0.130
Previous Close: 0.230
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -43.18%
1 Month
  -35.90%
3 Months
  -59.68%
YTD
  -30.56%
1 Year
  -32.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.230
1M High / 1M Low: 0.470 0.230
6M High / 6M Low: 1.120 0.130
High (YTD): 20/05/2024 1.120
Low (YTD): 16/02/2024 0.130
52W High: 20/05/2024 1.120
52W Low: 16/02/2024 0.130
Avg. price 1W:   0.388
Avg. volume 1W:   0.000
Avg. price 1M:   0.380
Avg. volume 1M:   0.000
Avg. price 6M:   0.455
Avg. volume 6M:   0.000
Avg. price 1Y:   0.372
Avg. volume 1Y:   0.000
Volatility 1M:   209.23%
Volatility 6M:   181.94%
Volatility 1Y:   152.46%
Volatility 3Y:   -