OverviewChartNewsTraderScreen

UniCredit Call 16 XCA 18.12.2024/  DE000HC86F76  /

Frankfurt Zert./HVB
03/09/2024  19:37:35 Chg.0.000 Bid03/09/2024 Ask03/09/2024 Underlying Strike price Expiration date Option type
0.140EUR 0.00% 0.140
Bid Size: 35,000		 0.160
Ask Size: 35,000		 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:   -