UC WAR. CALL 06/25 XCA/ DE000HD1ECQ9 /
| 7/10/2024 9:46:55 PM | Chg.+0.0300 | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2600EUR | +1.35% | 2.2600 Bid Size: 6,000 |
2.3000 Ask Size: 6,000 |
CREDIT AGRICOLE INH.... | 12.00 - | 6/18/2025 | Call |
Master data
| WKN: | HD1ECQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CREDIT AGRICOLE INH. EO 3 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 12/27/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.92 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.08 |
|---|---|
| Intrinsic value: | 1.39 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.19 |
| Parity: | 1.39 |
| Time value: | 0.88 |
| Break-even: | 14.26 |
| Moneyness: | 1.12 |
| Premium: | 0.07 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.04 |
| Spread %: | 1.80% |
| Delta: | 0.77 |
| Theta: | 0.00 |
| Omega: | 4.55 |
| Rho: | 0.08 |
Quote data
| Open: | 2.2300 |
|---|---|
| High: | 2.2600 |
| Low: | 2.1500 |
| Previous Close: | 2.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.61% | ||
|---|---|---|---|
| 1 Month | -9.24% | ||
| 3 Months | +7.11% | ||
| YTD | +35.33% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4300 | 2.2300 |
|---|---|---|
| 1M High / 1M Low: | 2.6600 | 1.8200 |
| 6M High / 6M Low: | 3.9000 | 1.0100 |
| High (YTD): | 5/28/2024 | 3.9000 |
| Low (YTD): | 2/13/2024 | 1.0100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.1573 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.2045 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 106.31% | |
| Volatility 6M: | 91.92% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
