UniCredit Call 12.5 XCA 18.09.2024
/ DE000HD4VSX9
UniCredit Call 12.5 XCA 18.09.202.../ DE000HD4VSX9 /
| 2024-05-30 7:41:03 PM |
Chg.+0.020 |
Bid9:59:25 PM |
Ask9:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.630EUR |
+0.77% |
2.530
Bid Size: 2,000 |
2.710
Ask Size: 2,000 |
CREDIT AGRICOLE INH.... |
12.50 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD4VSX |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
2.24 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.18 |
| Parity: |
2.24 |
| Time value: |
0.49 |
| Break-even: |
15.23 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.18 |
| Spread %: |
7.06% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
4.43 |
| Rho: |
0.03 |
Quote data
| Open: |
2.500 |
| High: |
2.630 |
| Low: |
2.480 |
| Previous Close: |
2.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.30% |
| 1 Month |
|
|
+26.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.400 |
2.610 |
| 1M High / 1M Low: |
3.400 |
2.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.970 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
