UC WAR. CALL 06/24 XCA/ DE000HC7DYB5 /
| 2024-05-02 1:15:13 PM | Chg.- | Bid1:23:37 PM | Ask2024-05-02 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7000EUR | - | 1.6900 Bid Size: 35,000 |
- Ask Size: 35,000 |
CREDIT AGRICOLE INH.... | 13.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC7DYB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CREDIT AGRICOLE INH. EO 3 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-16 |
| Last trading day: | 2024-05-02 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.69 |
|---|---|
| Intrinsic value: | 1.61 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.20 |
| Parity: | 1.61 |
| Time value: | 0.09 |
| Break-even: | 14.70 |
| Moneyness: | 1.12 |
| Premium: | 0.01 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.03 |
| Spread %: | 1.80% |
| Delta: | 0.95 |
| Theta: | 0.00 |
| Omega: | 8.15 |
| Rho: | 0.02 |
Quote data
| Open: | 1.6100 |
|---|---|
| High: | 1.7100 |
| Low: | 1.6100 |
| Previous Close: | 1.5800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.41% | ||
|---|---|---|---|
| 1 Month | +44.07% | ||
| 3 Months | +117.95% | ||
| YTD | +136.11% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.7000 | 1.5800 |
|---|---|---|
| 1M High / 1M Low: | 1.7000 | 0.8400 |
| 6M High / 6M Low: | 1.7000 | 0.2600 |
| High (YTD): | 2024-05-02 | 1.7000 |
| Low (YTD): | 2024-02-16 | 0.2600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6375 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2638 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6960 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 139.46% | |
| Volatility 6M: | 155.79% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
