UniCredit Call 16 XCA 18.12.2024
/ DE000HC86F76
UniCredit Call 16 XCA 18.12.2024/ DE000HC86F76 /
| 2024-05-22 8:02:54 PM |
Chg.- |
Bid9:16:03 AM |
Ask9:16:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
- |
0.590
Bid Size: 50,000 |
0.600
Ask Size: 50,000 |
CREDIT AGRICOLE INH.... |
16.00 - |
2024-12-18 |
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: |
2024-12-18 |
| Issue date: |
2023-07-24 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.19 |
| Parity: |
-0.29 |
| Time value: |
0.63 |
| Break-even: |
16.63 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
8.62% |
| Delta: |
0.53 |
| Theta: |
0.00 |
| Omega: |
13.34 |
| Rho: |
0.04 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.580 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.43% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+544.44% |
| YTD |
|
|
+163.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.530 |
| 1M High / 1M Low: |
0.640 |
0.290 |
| 6M High / 6M Low: |
0.640 |
0.065 |
| High (YTD): |
2024-05-20 |
0.640 |
| Low (YTD): |
2024-02-19 |
0.065 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.449 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.221 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.95% |
| Volatility 6M: |
|
174.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
