UC WAR. CALL 03/25 XCA/ DE000HD7LV31 /
23/08/2024 21:45:04 | Chg.+0.0100 | Bid21:59:03 | Ask21:59:03 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1700EUR | +6.25% | 0.1600 Bid Size: 15,000 |
0.2000 Ask Size: 15,000 |
CREDIT AGRICOLE INH.... | 16.50 EUR | 19/03/2025 | Call |
Master data
WKN: | HD7LV3 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | CREDIT AGRICOLE INH. EO 3 |
Type: | Warrant |
Option type: | Call |
Strike price: | 16.50 EUR |
Maturity: | 19/03/2025 |
Issue date: | 05/08/2024 |
Last trading day: | 18/03/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 68.58 |
Leverage: | Yes |
Calculated values
Fair value: | 0.13 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.19 |
Parity: | -2.79 |
Time value: | 0.20 |
Break-even: | 16.70 |
Moneyness: | 0.83 |
Premium: | 0.22 |
Premium p.a.: | 0.42 |
Spread abs.: | 0.04 |
Spread %: | 25.00% |
Delta: | 0.18 |
Theta: | 0.00 |
Omega: | 12.18 |
Rho: | 0.01 |
Quote data
Open: | 0.1500 |
---|---|
High: | 0.1700 |
Low: | 0.1500 |
Previous Close: | 0.1600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +6.25% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1700 | 0.1600 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1660 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | - | |
Avg. volume 1M: | - | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | - | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |