UniCredit Call 15 XCA 18.12.2024
/ DE000HC7M9P3
UniCredit Call 15 XCA 18.12.2024/ DE000HC7M9P3 /
| 2024-05-23 9:08:19 AM |
Chg.0.00 |
Bid11:10:59 AM |
Ask11:10:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
0.00% |
0.97
Bid Size: 60,000 |
0.98
Ask Size: 60,000 |
CREDIT AGRICOLE INH.... |
15.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC7M9P |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.19 |
| Parity: |
0.72 |
| Time value: |
0.35 |
| Break-even: |
16.06 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
4.95% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
13.78 |
| Rho: |
0.08 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.45% |
| 1 Month |
|
|
+94.23% |
| 3 Months |
|
|
+573.33% |
| YTD |
|
|
+180.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
0.94 |
| 1M High / 1M Low: |
1.11 |
0.52 |
| 6M High / 6M Low: |
1.11 |
0.12 |
| High (YTD): |
2024-05-20 |
1.11 |
| Low (YTD): |
2024-02-16 |
0.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.04% |
| Volatility 6M: |
|
148.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
