UniCredit Call 16 XCA 18.06.2025
/ DE000HD1ECS5
UniCredit Call 16 XCA 18.06.2025/ DE000HD1ECS5 /
2024-09-03 1:21:37 PM |
Chg.-0.050 |
Bid2024-09-03 |
Ask2024-09-03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
-11.11% |
0.400 Bid Size: 125,000 |
0.410 Ask Size: 125,000 |
CREDIT AGRICOLE INH.... |
16.00 - |
2025-06-18 |
Call |
Master data
WKN: |
HD1ECS |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
CREDIT AGRICOLE INH. EO 3 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 - |
Maturity: |
2025-06-18 |
Issue date: |
2023-12-27 |
Last trading day: |
2025-06-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
29.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.19 |
Parity: |
-1.86 |
Time value: |
0.48 |
Break-even: |
16.48 |
Moneyness: |
0.88 |
Premium: |
0.17 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.04 |
Spread %: |
9.09% |
Delta: |
0.32 |
Theta: |
0.00 |
Omega: |
9.57 |
Rho: |
0.03 |
Quote data
Open: |
0.440 |
High: |
0.440 |
Low: |
0.390 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+11.11% |
1 Month |
|
|
+29.03% |
3 Months |
|
|
-60.00% |
YTD |
|
|
+21.21% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.350 |
1M High / 1M Low: |
0.450 |
0.280 |
6M High / 6M Low: |
1.060 |
0.200 |
High (YTD): |
2024-05-28 |
1.060 |
Low (YTD): |
2024-02-13 |
0.170 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.390 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.325 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.502 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
111.47% |
Volatility 6M: |
|
134.09% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |