UniCredit Call 16 XCA 18.06.2025/  DE000HD1ECS5  /

Frankfurt Zert./HVB
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:   -