UC WAR. CALL 06/25 XCA/ DE000HD1ECQ9 /
| 10/09/2024 09:45:03 | Chg.+0.0800 | Bid11:12:13 | Ask11:12:13 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.9200EUR | +2.82% | 2.8800 Bid Size: 40,000 |
2.8900 Ask Size: 40,000 |
CREDIT AGRICOLE INH.... | 12.00 - | 18/06/2025 | 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: | 18/06/2025 |
| Issue date: | 27/12/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.71 |
|---|---|
| Intrinsic value: | 2.28 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.19 |
| Parity: | 2.28 |
| Time value: | 0.60 |
| Break-even: | 14.87 |
| Moneyness: | 1.19 |
| Premium: | 0.04 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.04 |
| Spread %: | 1.41% |
| Delta: | 0.85 |
| Theta: | 0.00 |
| Omega: | 4.22 |
| Rho: | 0.07 |
Quote data
| Open: | 2.8100 |
|---|---|
| High: | 2.9200 |
| Low: | 2.8100 |
| Previous Close: | 2.8400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.80% | ||
|---|---|---|---|
| 1 Month | +48.98% | ||
| 3 Months | +1.39% | ||
| YTD | +74.85% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.8400 | 2.5000 |
|---|---|---|
| 1M High / 1M Low: | 2.8400 | 2.0100 |
| 6M High / 6M Low: | 3.9000 | 1.4400 |
| High (YTD): | 28/05/2024 | 3.9000 |
| Low (YTD): | 13/02/2024 | 1.0100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.6780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3786 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.4953 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 70.92% | |
| Volatility 6M: | 81.80% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
