UniCredit Call 15 XCA 19.03.2025/  DE000HD43E03  /

EUWAX
2024-10-11  9:23:41 PM Chg.0.000 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.400EUR 0.00% -
Bid Size: -
-
Ask Size: -
CREDIT AGRICOLE INH.... 15.00 - 2025-03-19 Call
 

Master data

WKN: HD43E0
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2025-03-19
Issue date: 2024-03-25
Last trading day: 2025-03-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 26.56
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -1.19
Time value: 0.52
Break-even: 15.52
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 0.31
Spread abs.: 0.22
Spread %: 73.33%
Delta: 0.37
Theta: 0.00
Omega: 9.76
Rho: 0.02
 

Quote data

Open: 0.380
High: 0.410
Low: 0.380
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.44%
1 Month
  -40.30%
3 Months
  -25.93%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.400
1M High / 1M Low: 0.800 0.350
6M High / 6M Low: 1.380 0.330
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.426
Avg. volume 1W:   0.000
Avg. price 1M:   0.528
Avg. volume 1M:   0.000
Avg. price 6M:   0.691
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   204.67%
Volatility 6M:   157.52%
Volatility 1Y:   -
Volatility 3Y:   -