UC WAR. CALL 03/25 XCA/ DE000HD7LV31 /
| 04/11/2024 09:01:01 | Chg.-0.0600 | Bid09:39:21 | Ask09:39:21 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0900EUR | -40.00% | 0.1400 Bid Size: 90,000 |
0.1500 Ask Size: 90,000 |
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: | 83.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.19 |
| Parity: | -2.37 |
| Time value: | 0.17 |
| Break-even: | 16.67 |
| Moneyness: | 0.86 |
| Premium: | 0.18 |
| Premium p.a.: | 0.55 |
| Spread abs.: | 0.06 |
| Spread %: | 54.55% |
| Delta: | 0.17 |
| Theta: | 0.00 |
| Omega: | 14.19 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0900 |
|---|---|
| High: | 0.0900 |
| Low: | 0.0900 |
| Previous Close: | 0.1500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -35.71% | ||
|---|---|---|---|
| 1 Month | -40.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1500 | 0.1200 |
|---|---|---|
| 1M High / 1M Low: | 0.2000 | 0.1200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1500 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 153.24% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
