UniCredit Call 16 XCA 18.12.2024
/ DE000HC86F76
UniCredit Call 16 XCA 18.12.2024/ DE000HC86F76 /
2024-04-26 7:01:51 PM |
Chg.-0.010 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
-3.13% |
- Bid Size: - |
- Ask Size: - |
CREDIT AGRICOLE INH.... |
16.00 EUR |
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 EUR |
Maturity: |
2024-12-18 |
Issue date: |
2023-07-24 |
Last trading day: |
2024-12-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
42.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.20 |
Parity: |
-1.45 |
Time value: |
0.34 |
Break-even: |
16.34 |
Moneyness: |
0.91 |
Premium: |
0.12 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.03 |
Spread %: |
9.68% |
Delta: |
0.31 |
Theta: |
0.00 |
Omega: |
13.28 |
Rho: |
0.03 |
Quote data
Open: |
0.320 |
High: |
0.340 |
Low: |
0.310 |
Previous Close: |
0.320 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+47.62% |
1 Month |
|
|
+55.00% |
3 Months |
|
|
+19.23% |
YTD |
|
|
+40.91% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.270 |
1M High / 1M Low: |
0.320 |
0.160 |
6M High / 6M Low: |
0.320 |
0.065 |
High (YTD): |
2024-04-25 |
0.320 |
Low (YTD): |
2024-02-19 |
0.065 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.300 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.232 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.174 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
179.62% |
Volatility 6M: |
|
171.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |