UC WAR. CALL 06/25 XCA/ DE000HD1ECQ9 /
26/09/2024 21:45:19 | Chg.+0.1800 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.5600EUR | +7.56% | 2.5300 Bid Size: 6,000 |
2.5900 Ask Size: 6,000 |
CREDIT AGRICOLE INH.... | 12.00 - | 18/06/2025 | Call |
Master data
WKN: | HD1ECQ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | CREDIT AGRICOLE INH. EO 3 |
Type: | Warrant |
Option type: | Call |
Strike price: | 12.00 - |
Maturity: | 18/06/2025 |
Issue date: | 27/12/2023 |
Last trading day: | 17/06/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.68 |
Leverage: | Yes |
Calculated values
Fair value: | 2.27 |
---|---|
Intrinsic value: | 1.81 |
Implied volatility: | 0.25 |
Historic volatility: | 0.19 |
Parity: | 1.81 |
Time value: | 0.62 |
Break-even: | 14.43 |
Moneyness: | 1.15 |
Premium: | 0.04 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.06 |
Spread %: | 2.53% |
Delta: | 0.81 |
Theta: | 0.00 |
Omega: | 4.62 |
Rho: | 0.06 |
Quote data
Open: | 2.4100 |
---|---|
High: | 2.5600 |
Low: | 2.4100 |
Previous Close: | 2.3800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -13.80% | ||
---|---|---|---|
1 Month | +8.47% | ||
3 Months | +36.90% | ||
YTD | +53.29% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.9700 | 2.3800 |
---|---|---|
1M High / 1M Low: | 2.9700 | 2.3600 |
6M High / 6M Low: | 3.9000 | 1.8200 |
High (YTD): | 28/05/2024 | 3.9000 |
Low (YTD): | 13/02/2024 | 1.0100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.5620 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.6791 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.5995 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 103.42% | |
Volatility 6M: | 86.47% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |