UniCredit Call 13 XCA 19.03.2025
/ DE000HD6J7Q9
UniCredit Call 13 XCA 19.03.2025/ DE000HD6J7Q9 /
10/01/2025 11:43:25 |
Chg.+0.070 |
Bid11:57:59 |
Ask11:57:59 |
Underlying |
Strike price |
Expiration date |
Option type |
0.930EUR |
+8.14% |
0.920 Bid Size: 50,000 |
0.930 Ask Size: 50,000 |
CREDIT AGRICOLE INH.... |
13.00 - |
19/03/2025 |
Call |
Master data
WKN: |
HD6J7Q |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
CREDIT AGRICOLE INH. EO 3 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
13.00 - |
Maturity: |
19/03/2025 |
Issue date: |
24/06/2024 |
Last trading day: |
18/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
15.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.74 |
Intrinsic value: |
0.44 |
Implied volatility: |
0.27 |
Historic volatility: |
0.20 |
Parity: |
0.44 |
Time value: |
0.46 |
Break-even: |
13.89 |
Moneyness: |
1.03 |
Premium: |
0.03 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.05 |
Spread %: |
5.95% |
Delta: |
0.65 |
Theta: |
0.00 |
Omega: |
9.84 |
Rho: |
0.01 |
Quote data
Open: |
0.920 |
High: |
0.930 |
Low: |
0.920 |
Previous Close: |
0.860 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+29.17% |
1 Month |
|
|
+16.25% |
3 Months |
|
|
-39.61% |
YTD |
|
|
+13.41% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.860 |
0.720 |
1M High / 1M Low: |
0.860 |
0.640 |
6M High / 6M Low: |
2.020 |
0.470 |
High (YTD): |
09/01/2025 |
0.860 |
Low (YTD): |
03/01/2025 |
0.720 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.802 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.758 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.333 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
99.85% |
Volatility 6M: |
|
129.27% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |