UC WAR. CALL 06/25 XCA/ DE000HD313H1 /
10/11/2024 9:47:06 PM | Chg.-0.0400 | Bid9:59:27 PM | Ask9:59:27 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.9600EUR | -4.00% | 0.8600 Bid Size: 8,000 |
1.0800 Ask Size: 8,000 |
CREDIT AGRICOLE INH.... | 14.00 - | 6/18/2025 | Call |
Master data
WKN: | HD313H |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | CREDIT AGRICOLE INH. EO 3 |
Type: | Warrant |
Option type: | Call |
Strike price: | 14.00 - |
Maturity: | 6/18/2025 |
Issue date: | 2/26/2024 |
Last trading day: | 6/17/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 12.79 |
Leverage: | Yes |
Calculated values
Fair value: | 0.92 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.23 |
Historic volatility: | 0.19 |
Parity: | -0.19 |
Time value: | 1.08 |
Break-even: | 15.08 |
Moneyness: | 0.99 |
Premium: | 0.09 |
Premium p.a.: | 0.14 |
Spread abs.: | 0.22 |
Spread %: | 25.58% |
Delta: | 0.56 |
Theta: | 0.00 |
Omega: | 7.10 |
Rho: | 0.04 |
Quote data
Open: | 0.9400 |
---|---|
High: | 1.0000 |
Low: | 0.9400 |
Previous Close: | 1.0000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -2.04% | ||
---|---|---|---|
1 Month | -28.36% | ||
3 Months | -11.11% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0700 | 0.9600 |
---|---|---|
1M High / 1M Low: | 1.4800 | 0.8500 |
6M High / 6M Low: | 2.1200 | 0.7800 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.0080 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1155 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.2688 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 151.91% | |
Volatility 6M: | 116.78% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |