UC WAR. CALL 06/25 XCA/ DE000HD1UPR5 /
04/06/2024 17:46:07 | Chg.-0.1000 | Bid18:23:58 | Ask18:23:58 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.6600EUR | -3.62% | 2.6400 Bid Size: 12,000 |
2.6600 Ask Size: 12,000 |
CREDIT AGRICOLE INH.... | 13.00 - | 18/06/2025 | Call |
Master data
WKN: | HD1UPR |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | CREDIT AGRICOLE INH. EO 3 |
Type: | Warrant |
Option type: | Call |
Strike price: | 13.00 - |
Maturity: | 18/06/2025 |
Issue date: | 15/01/2024 |
Last trading day: | 17/06/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.37 |
Leverage: | Yes |
Calculated values
Fair value: | 2.59 |
---|---|
Intrinsic value: | 1.88 |
Implied volatility: | 0.22 |
Historic volatility: | 0.18 |
Parity: | 1.88 |
Time value: | 0.90 |
Break-even: | 15.77 |
Moneyness: | 1.14 |
Premium: | 0.06 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.04 |
Spread %: | 1.47% |
Delta: | 0.81 |
Theta: | 0.00 |
Omega: | 4.34 |
Rho: | 0.10 |
Quote data
Open: | 2.7600 |
---|---|
High: | 2.7600 |
Low: | 2.5600 |
Previous Close: | 2.7600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -8.59% | ||
---|---|---|---|
1 Month | +31.03% | ||
3 Months | +228.40% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.9100 | 2.7600 |
---|---|---|
1M High / 1M Low: | 2.9100 | 2.2500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.8000 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.6962 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 58.05% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |