UniCredit Call 15 XCA 19.03.2025/  DE000HD43E03  /

EUWAX
2024-06-17  8:29:35 PM Chg.-0.020 Bid2024-06-17 Ask2024-06-17 Underlying Strike price Expiration date Option type
0.530EUR -3.64% 0.530
Bid Size: 15,000
0.550
Ask Size: 15,000
CREDIT AGRICOLE INH.... 15.00 - 2025-03-19 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: 2025-03-19
Issue date: 2024-03-25
Last trading day: 2025-03-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 19.17
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.19
Parity: -1.97
Time value: 0.68
Break-even: 15.68
Moneyness: 0.87
Premium: 0.20
Premium p.a.: 0.28
Spread abs.: 0.16
Spread %: 30.77%
Delta: 0.36
Theta: 0.00
Omega: 6.94
Rho: 0.03
 

Quote data

Open: 0.570
High: 0.570
Low: 0.530
Previous Close: 0.550
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.39%
1 Month
  -61.03%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.550
1M High / 1M Low: 1.380 0.550
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.736
Avg. volume 1W:   0.000
Avg. price 1M:   1.159
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -