UC WAR. CALL 03/25 XCA/ DE000HD6J7Q9 /
| 10/18/2024 9:46:16 PM | Chg.+0.0400 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8700EUR | +2.19% | 1.8500 Bid Size: 6,000 |
1.9100 Ask Size: 6,000 |
CREDIT AGRICOLE INH.... | 13.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD6J7Q |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CREDIT AGRICOLE INH. EO 3 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 6/24/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.49 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.65 |
|---|---|
| Intrinsic value: | 1.32 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.19 |
| Parity: | 1.32 |
| Time value: | 0.60 |
| Break-even: | 14.91 |
| Moneyness: | 1.10 |
| Premium: | 0.04 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.06 |
| Spread %: | 3.24% |
| Delta: | 0.75 |
| Theta: | 0.00 |
| Omega: | 5.65 |
| Rho: | 0.04 |
Quote data
| Open: | 1.7500 |
|---|---|
| High: | 1.9000 |
| Low: | 1.7500 |
| Previous Close: | 1.8300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +25.50% | ||
|---|---|---|---|
| 1 Month | -6.50% | ||
| 3 Months | +6.86% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8700 | 1.5700 |
|---|---|---|
| 1M High / 1M Low: | 2.0400 | 1.2800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.7060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5995 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 135.20% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
