UC WAR. CALL 06/25 XCA/ DE000HD4VSZ4 /
| 2024-05-23 5:46:07 PM | Chg.+0.0200 | Bid6:42:20 PM | Ask6:42:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6600EUR | +3.13% | 0.6500 Bid Size: 25,000 |
0.6700 Ask Size: 25,000 |
CREDIT AGRICOLE INH.... | 17.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD4VSZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CREDIT AGRICOLE INH. EO 3 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 17.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-04-22 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 23.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.98 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.14 |
| Historic volatility: | 0.19 |
| Parity: | -1.29 |
| Time value: | 0.67 |
| Break-even: | 17.67 |
| Moneyness: | 0.92 |
| Premium: | 0.12 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.05 |
| Spread %: | 8.06% |
| Delta: | 0.43 |
| Theta: | 0.00 |
| Omega: | 10.02 |
| Rho: | 0.06 |
Quote data
| Open: | 0.6400 |
|---|---|
| High: | 0.6600 |
| Low: | 0.6400 |
| Previous Close: | 0.6400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.20% | ||
|---|---|---|---|
| 1 Month | +73.68% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7000 | 0.6100 |
|---|---|---|
| 1M High / 1M Low: | 0.7000 | 0.3700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5290 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 86.57% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
