UC WAR. PUT 03/25 XCA/ DE000HD4FAU6 /
| 2024-06-10 9:46:47 PM | Chg.+0.3100 | Bid9:59:24 PM | Ask9:59:24 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4800EUR | +26.50% | 1.4500 Bid Size: 8,000 |
1.4900 Ask Size: 8,000 |
CREDIT AGRICOLE INH.... | 15.00 - | 2025-03-19 | Put |
Master data
| WKN: | HD4FAU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CREDIT AGRICOLE INH. EO 3 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 15.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-04-08 |
| Last trading day: | 2025-03-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -12.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.88 |
|---|---|
| Intrinsic value: | 0.36 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.18 |
| Parity: | 0.36 |
| Time value: | 0.85 |
| Break-even: | 13.79 |
| Moneyness: | 1.02 |
| Premium: | 0.06 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.04 |
| Spread %: | 3.42% |
| Delta: | -0.45 |
| Theta: | 0.00 |
| Omega: | -5.44 |
| Rho: | -0.06 |
Quote data
| Open: | 1.5200 |
|---|---|
| High: | 1.5700 |
| Low: | 1.4800 |
| Previous Close: | 1.1700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +34.55% | ||
|---|---|---|---|
| 1 Month | +17.46% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2300 | 1.1000 |
|---|---|---|
| 1M High / 1M Low: | 1.2600 | 1.0600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1400 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 65.31% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
