UC WAR. CALL 06/25 XCA/ DE000HD1ECS5 /
| 2024-08-05 9:45:46 PM | Chg.-0.0300 | Bid9:59:07 PM | Ask9:59:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3000EUR | -9.09% | 0.2900 Bid Size: 15,000 |
0.3300 Ask Size: 15,000 |
CREDIT AGRICOLE INH.... | 16.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1ECS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CREDIT AGRICOLE INH. EO 3 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 29.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.24 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.19 |
| Parity: | -2.82 |
| Time value: | 0.44 |
| Break-even: | 16.44 |
| Moneyness: | 0.82 |
| Premium: | 0.25 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.16 |
| Spread %: | 57.14% |
| Delta: | 0.27 |
| Theta: | 0.00 |
| Omega: | 8.12 |
| Rho: | 0.03 |
Quote data
| Open: | 0.0900 |
|---|---|
| High: | 0.3000 |
| Low: | 0.0900 |
| Previous Close: | 0.3300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -43.40% | ||
|---|---|---|---|
| 1 Month | -37.50% | ||
| 3 Months | -58.90% | ||
| YTD | -11.76% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5300 | 0.3000 |
|---|---|---|
| 1M High / 1M Low: | 0.5300 | 0.3000 |
| 6M High / 6M Low: | 1.0600 | 0.1800 |
| High (YTD): | 2024-05-28 | 1.0600 |
| Low (YTD): | 2024-02-15 | 0.1800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4624 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4962 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 147.41% | |
| Volatility 6M: | 140.85% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
