UC WAR. CALL 12/24 XCA/ DE000HC7M9N8 /
| 2024-05-28 11:45:53 AM | Chg.- | Bid12:07:57 PM | Ask2024-05-28 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8700EUR | - | 1.8600 Bid Size: 35,000 |
- Ask Size: 35,000 |
CREDIT AGRICOLE INH.... | 14.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7M9N |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CREDIT AGRICOLE INH. EO 3 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-05-28 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.45 |
|---|---|
| Intrinsic value: | 0.88 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.18 |
| Parity: | 0.88 |
| Time value: | 0.98 |
| Break-even: | 15.85 |
| Moneyness: | 1.06 |
| Premium: | 0.07 |
| Premium p.a.: | 0.12 |
| Spread abs.: | -0.06 |
| Spread %: | -3.14% |
| Delta: | 0.69 |
| Theta: | 0.00 |
| Omega: | 5.54 |
| Rho: | 0.05 |
Quote data
| Open: | 1.8500 |
|---|---|
| High: | 1.8700 |
| Low: | 1.8500 |
| Previous Close: | 1.8800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +66.96% | ||
| 3 Months | +523.33% | ||
| YTD | +211.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8700 | 1.8700 |
|---|---|---|
| 1M High / 1M Low: | 1.9200 | 1.2900 |
| 6M High / 6M Low: | 1.9200 | 0.2500 |
| High (YTD): | 2024-05-17 | 1.9200 |
| Low (YTD): | 2024-02-15 | 0.2500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6912 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7422 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 95.82% | |
| Volatility 6M: | 128.88% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
