UC WAR. CALL 06/25 XCA/ DE000HD1UPR5 /
| 2024-08-02 9:45:39 PM | Chg.-0.4900 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3700EUR | -26.34% | 1.3400 Bid Size: 4,000 |
1.5000 Ask Size: 4,000 |
CREDIT AGRICOLE INH.... | 13.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1UPR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CREDIT AGRICOLE INH. EO 3 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-01-15 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.27 |
|---|---|
| Intrinsic value: | 0.19 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.20 |
| Parity: | 0.19 |
| Time value: | 1.32 |
| Break-even: | 14.50 |
| Moneyness: | 1.01 |
| Premium: | 0.10 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.16 |
| Spread %: | 11.94% |
| Delta: | 0.62 |
| Theta: | 0.00 |
| Omega: | 5.48 |
| Rho: | 0.06 |
Quote data
| Open: | 1.6900 |
|---|---|
| High: | 1.6900 |
| Low: | 1.3400 |
| Previous Close: | 1.8600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -27.13% | ||
|---|---|---|---|
| 1 Month | -20.35% | ||
| 3 Months | -32.51% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9300 | 1.3700 |
|---|---|---|
| 1M High / 1M Low: | 1.9400 | 1.3700 |
| 6M High / 6M Low: | 2.9100 | 0.6500 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.7860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.7623 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6294 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 105.35% | |
| Volatility 6M: | 108.61% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
