UC WAR. CALL 06/25 XCA/ DE000HD1ECQ9 /
| 2024-11-04 9:47:11 PM | Chg.+0.1300 | Bid2024-11-04 | Ask2024-11-04 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.6900EUR | +5.08% | 2.6800 Bid Size: 6,000 |
2.7100 Ask Size: 6,000 |
CREDIT AGRICOLE INH.... | 12.00 - | 2025-06-18 | 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: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.46 |
|---|---|
| Intrinsic value: | 2.13 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.19 |
| Parity: | 2.13 |
| Time value: | 0.46 |
| Break-even: | 14.59 |
| Moneyness: | 1.18 |
| Premium: | 0.03 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.06 |
| Spread %: | 2.37% |
| Delta: | 0.85 |
| Theta: | 0.00 |
| Omega: | 4.64 |
| Rho: | 0.06 |
Quote data
| Open: | 2.5400 |
|---|---|
| High: | 2.6900 |
| Low: | 2.5400 |
| Previous Close: | 2.5600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.49% | ||
|---|---|---|---|
| 1 Month | +19.56% | ||
| 3 Months | +34.50% | ||
| YTD | +61.08% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5600 | 2.4400 |
|---|---|---|
| 1M High / 1M Low: | 2.7800 | 2.2500 |
| 6M High / 6M Low: | 3.9000 | 1.8200 |
| High (YTD): | 2024-05-28 | 3.9000 |
| Low (YTD): | 2024-02-13 | 1.0100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.5260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.5105 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.6279 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 53.99% | |
| Volatility 6M: | 85.12% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
