UC WAR. CALL 12/25 XCA/ DE000HD6S685 /
2024-09-10 11:45:11 AM | Chg.+0.0400 | Bid12:23:51 PM | Ask12:23:51 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7400EUR | +5.71% | 0.7200 Bid Size: 90,000 |
0.7300 Ask Size: 90,000 |
CREDIT AGRICOLE INH.... | 16.00 - | 2025-12-17 | Call |
Master data
WKN: | HD6S68 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | CREDIT AGRICOLE INH. EO 3 |
Type: | Warrant |
Option type: | Call |
Strike price: | 16.00 - |
Maturity: | 2025-12-17 |
Issue date: | 2024-07-01 |
Last trading day: | 2025-12-16 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 19.83 |
Leverage: | Yes |
Calculated values
Fair value: | 0.81 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.18 |
Historic volatility: | 0.19 |
Parity: | -1.73 |
Time value: | 0.72 |
Break-even: | 16.72 |
Moneyness: | 0.89 |
Premium: | 0.17 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.04 |
Spread %: | 5.88% |
Delta: | 0.40 |
Theta: | 0.00 |
Omega: | 7.93 |
Rho: | 0.06 |
Quote data
Open: | 0.6700 |
---|---|
High: | 0.7400 |
Low: | 0.6700 |
Previous Close: | 0.7000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +29.82% | ||
---|---|---|---|
1 Month | +80.49% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.7000 | 0.5700 |
---|---|---|
1M High / 1M Low: | 0.7000 | 0.4200 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.6340 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5295 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 111.27% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |