UniCredit Call 16 XCA 18.12.2024
/ DE000HC86F76
UniCredit Call 16 XCA 18.12.2024/ DE000HC86F76 /
03/09/2024 19:37:35 |
Chg.0.000 |
Bid20:00:51 |
Ask20:00:51 |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
0.00% |
0.130 Bid Size: 15,000 |
0.160 Ask Size: 15,000 |
CREDIT AGRICOLE INH.... |
16.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HC86F7 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
CREDIT AGRICOLE INH. EO 3 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 - |
Maturity: |
18/12/2024 |
Issue date: |
24/07/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
83.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.19 |
Parity: |
-1.86 |
Time value: |
0.17 |
Break-even: |
16.17 |
Moneyness: |
0.88 |
Premium: |
0.14 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.04 |
Spread %: |
30.77% |
Delta: |
0.19 |
Theta: |
0.00 |
Omega: |
15.89 |
Rho: |
0.01 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.110 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+40.00% |
1 Month |
|
|
+55.56% |
3 Months |
|
|
-75.86% |
YTD |
|
|
-36.36% |
1 Year |
|
|
-36.36% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.100 |
1M High / 1M Low: |
0.140 |
0.080 |
6M High / 6M Low: |
0.650 |
0.080 |
High (YTD): |
31/05/2024 |
0.650 |
Low (YTD): |
14/02/2024 |
0.066 |
52W High: |
31/05/2024 |
0.650 |
52W Low: |
14/02/2024 |
0.066 |
Avg. price 1W: |
|
0.116 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.101 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.246 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.207 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
180.35% |
Volatility 6M: |
|
206.26% |
Volatility 1Y: |
|
191.08% |
Volatility 3Y: |
|
- |