UC WAR. CALL 06/25 XCA/ DE000HD1QUB7 /
| 2024-11-04 9:46:23 PM | Chg.+0.1400 | Bid9:46:47 PM | Ask9:46:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.5800EUR | +4.07% | 3.5700 Bid Size: 4,000 |
3.6000 Ask Size: 4,000 |
CREDIT AGRICOLE INH.... | 11.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1QUB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CREDIT AGRICOLE INH. EO 3 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-01-08 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.37 |
|---|---|
| Intrinsic value: | 3.13 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.19 |
| Parity: | 3.13 |
| Time value: | 0.34 |
| Break-even: | 14.47 |
| Moneyness: | 1.28 |
| Premium: | 0.02 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.06 |
| Spread %: | 1.76% |
| Delta: | 0.91 |
| Theta: | 0.00 |
| Omega: | 3.73 |
| Rho: | 0.06 |
Quote data
| Open: | 3.4700 |
|---|---|
| High: | 3.5800 |
| Low: | 3.4700 |
| Previous Close: | 3.4400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.07% | ||
|---|---|---|---|
| 1 Month | +16.23% | ||
| 3 Months | +29.71% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.4400 | 3.3300 |
|---|---|---|
| 1M High / 1M Low: | 3.6700 | 3.0800 |
| 6M High / 6M Low: | 4.8900 | 2.5300 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.4120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.3838 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.4765 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 41.85% | |
| Volatility 6M: | 71.67% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
