UniCredit Call 15 XCA 19.03.2025
/ DE000HD43E03
UniCredit Call 15 XCA 19.03.2025/ DE000HD43E03 /
8/16/2024 8:31:33 PM |
Chg.+0.020 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
+4.88% |
0.420 Bid Size: 14,000 |
0.460 Ask Size: 14,000 |
CREDIT AGRICOLE INH.... |
15.00 - |
3/19/2025 |
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: |
3/19/2025 |
Issue date: |
3/25/2024 |
Last trading day: |
3/18/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
30.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.19 |
Parity: |
-1.54 |
Time value: |
0.44 |
Break-even: |
15.44 |
Moneyness: |
0.90 |
Premium: |
0.15 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.04 |
Spread %: |
10.00% |
Delta: |
0.33 |
Theta: |
0.00 |
Omega: |
10.06 |
Rho: |
0.02 |
Quote data
Open: |
0.410 |
High: |
0.430 |
Low: |
0.410 |
Previous Close: |
0.410 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.26% |
1 Month |
|
|
-27.12% |
3 Months |
|
|
-63.87% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.370 |
1M High / 1M Low: |
0.740 |
0.330 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.388 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.544 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
171.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |