UC WAR. CALL 06/25 XCA/ DE000HD1ECP1 /
| 2024-07-05 9:46:33 PM | Chg.+0.0200 | Bid9:59:21 PM | Ask9:59:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.1100EUR | +0.49% | 4.1000 Bid Size: 6,000 |
4.1400 Ask Size: 6,000 |
CREDIT AGRICOLE INH.... | 10.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1ECP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CREDIT AGRICOLE INH. EO 3 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 10.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.99 |
|---|---|
| Intrinsic value: | 3.63 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.19 |
| Parity: | 3.63 |
| Time value: | 0.52 |
| Break-even: | 14.14 |
| Moneyness: | 1.36 |
| Premium: | 0.04 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.04 |
| Spread %: | 0.98% |
| Delta: | 0.91 |
| Theta: | 0.00 |
| Omega: | 3.00 |
| Rho: | 0.08 |
Quote data
| Open: | 4.0900 |
|---|---|
| High: | 4.1100 |
| Low: | 4.0300 |
| Previous Close: | 4.0900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +23.42% | ||
|---|---|---|---|
| 1 Month | -18.93% | ||
| 3 Months | -1.20% | ||
| YTD | +30.48% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.1100 | 3.5000 |
|---|---|---|
| 1M High / 1M Low: | 5.0700 | 3.3300 |
| 6M High / 6M Low: | 5.8900 | 2.3400 |
| High (YTD): | 2024-05-28 | 5.8900 |
| Low (YTD): | 2024-02-13 | 2.3400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.8080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.8233 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.8750 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 92.88% | |
| Volatility 6M: | 65.18% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
