UC WAR. CALL 06/25 XCA/ DE000HD1ECR7 /
02/08/2024 21:45:51 | Chg.-0.2500 | Bid21:59:03 | Ask21:59:03 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5500EUR | -31.25% | 0.5000 Bid Size: 8,000 |
0.6600 Ask Size: 8,000 |
CREDIT AGRICOLE INH.... | 15.00 - | 18/06/2025 | Call |
Master data
WKN: | HD1ECR |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | CREDIT AGRICOLE INH. EO 3 |
Type: | Warrant |
Option type: | Call |
Strike price: | 15.00 - |
Maturity: | 18/06/2025 |
Issue date: | 27/12/2023 |
Last trading day: | 17/06/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 19.98 |
Leverage: | Yes |
Calculated values
Fair value: | 0.48 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.24 |
Historic volatility: | 0.20 |
Parity: | -1.82 |
Time value: | 0.66 |
Break-even: | 15.66 |
Moneyness: | 0.88 |
Premium: | 0.19 |
Premium p.a.: | 0.22 |
Spread abs.: | 0.16 |
Spread %: | 32.00% |
Delta: | 0.37 |
Theta: | 0.00 |
Omega: | 7.40 |
Rho: | 0.04 |
Quote data
Open: | 0.6600 |
---|---|
High: | 0.6600 |
Low: | 0.5500 |
Previous Close: | 0.8000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -33.73% | ||
---|---|---|---|
1 Month | -27.63% | ||
3 Months | -43.88% | ||
YTD | +7.84% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8500 | 0.5500 |
---|---|---|
1M High / 1M Low: | 0.8500 | 0.5500 |
6M High / 6M Low: | 1.5300 | 0.2700 |
High (YTD): | 28/05/2024 | 1.5300 |
Low (YTD): | 13/02/2024 | 0.2700 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.7740 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7609 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.7550 | |
Avg. volume 6M: | 1.1811 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 130.31% | |
Volatility 6M: | 130.17% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |